That's what I thought. They didn't specifically state that they could in the rules, so I wanted to make sure.
Actually, the rules are a little disjointed, you might say. The one you want isn't always where you want it. Under 15. Leadership (not routing, I know) there is this;
Squad Leader Rules wrote:
15.8 Any leader unit stacked with a broken unit at the beginning of the Rout Phase may elect to move with the broken unit as it routs to cover. If it elects to do so, the leader unit must remain with the routed unit(s) for the entire duration of the Phase. The non-broken leader could conceivably carry up to 3 portage points of support weapons. No other movement of non-broken units is allowed during the Rout Phase.
Routing is one of the most challenging concepts in the game. Don't be shy about asking questions.
Scott's a very good authority.