Hardly. The problem is that as you go higher in frequency, the loss increases. At 800 mhz, any appreciable length will really attenuate the signal. There is a coax loss chart or two listed in our scanner antennas wiki (the link for which was given earlier). A good place to buy from is the RF Connection in Gaithersburg. I've bought coax assemblies from them in the past, and while they're a bit pricey, you get what you pay for.
Keep in mind that the higher the antenna (clear of obstructions such as trees and such), the better the antenna (and coax- always consider this a system, rather than individual parts) will perform. Be aware, though that if you buy the PSR-800, that GRE radios do have a tendency to overload - so don't go overboard with the antenna. Once again our scanner antennas wiki has a number of links to help you out. A ScanTenna will probably work quite well for you - it's not all that terrific on 800, but that actually might be an advantage, depending on whether you're near any cell sites (and these days, who isn't, hi)
Mike