[R] lm( y ~ A/x ) ... how do I extract the coefficients by factor?

[WanderingWizard]

When regressing by month, how do I get the coefficients out into a new data
set?

I'm looking for 
        [ month, a, b, c ] 
from the Pastor-Stambaugh model I'm using which is: 
        r[i+1] = a + b * r[i] + c * v[i] + e
the model I'm using wants to create a new dataseries based on the
coefficient in each month.  I'm doing a simple linear regression on DataSet,
and 

> DataSet$ByMonth <- format(DataSet$d, "%Y-%m");
> fittedmodel <- lm(r1 ~ ByMonth[2:n-1] / (r + v), x[2:n-1,1:10] )

I've think I've done it, and I think I've got the results:

> summary(fittedmodel$coefficients)
      Min.    1st Qu.     Median       Mean    3rd Qu.       Max. 
-2.896e-01 -6.624e-04 -4.051e-11  4.720e-02  2.748e-03  1.086e+00 

but what am I to do with these results?  fittedmodel$coefficients doesn't
know the month from the regression result.  It looks like this

> fittedmodel

Call:
lm(formula = r1 ~ ByMonth[2:n - 1]/(r + v), data = x[2:n - 1, 1:10])

Coefficients:
                                 (Intercept)  
                                  -8.833e-04  
                     ByMonth[2:n - 1]2010-02  
                                   1.432e-03  
                     ByMonth[2:n - 1]2010-03  
                                  -1.346e-03  
                     ByMonth[2:n - 1]2010-04  
                                   1.933e-03  
                     ByMonth[2:n - 1]2010-05  
                                   5.113e-03  
                     ByMonth[2:n - 1]2010-06  
                                   3.020e-03  
        ByMonth[2:n - 1]2010-01:r  
                                  -2.896e-01  
        ByMonth[2:n - 1]2010-02:r  
                                   1.260e-01  
        ByMonth[2:n - 1]2010-03:r  
                                  -6.284e-03  
        ByMonth[2:n - 1]2010-04:r  
                                   1.086e+00  
        ByMonth[2:n - 1]2010-05:r  
                                  -1.566e-01  
        ByMonth[2:n - 1]2010-06:r  
                                   8.081e-02  
ByMonth[2:n - 1]2010-01:v  
                                  -1.747e-10  
ByMonth[2:n - 1]2010-02:v  
                                  -3.324e-10  
ByMonth[2:n - 1]2010-03:v  
                                   9.430e-11  
ByMonth[2:n - 1]2010-04:v  
                                  -1.571e-09  
ByMonth[2:n - 1]2010-05:v  
                                   9.364e-11  
ByMonth[2:n - 1]2010-06:v  
                                  -4.069e-10  
----

Did I do what I think I did?  It's great that R-project will split up all
those regressions for me, but I've had a hard time searching for examples of
any linear regressions grouped by factor.  I'd like a data series with each
month and each regression result.  Something more like this:

Month     	(Intercept)  	r            	v
2010-01  	-8.83E-004	-2.90E-001	-1.75E-010
2010-02  	1.43E-003	1.26E-001	-3.32E-010
2010-03  	-1.35E-003	-6.28E-003	9.43E-011
2010-04  	1.93E-003	1.09E+000	-1.57E-009
2010-05  	5.11E-003	-1.57E-001	9.36E-011
2010-06  	3.02E-003	8.08E-002	-4.07E-010


How do I translate that unwieldy factor-wise list of coefficients (from my
sample output in the middle) into a matrix or dataframe (like my table at
the end) that I can then work with and treat as a new data series?


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