Fixed-effects (within) regression               Number of obs      =      3875
Group variable (i): id                          Number of groups   =       775

R-sq:  within  = 0.0087                         Obs per group: min =         5
       between = 0.0280                                        avg =       5.0
       overall = 0.0012                                        max =         5

                                                F(6,3094)          =      3.77
corr(u_i, Xb)  = -0.2553                        Prob > F           =    0.0010

------------------------------------------------------------------------------
             |               Robust
         FCF |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         rsp |  -.0236243   .0252276    -0.94   0.349    -.0730888    .0258402
       pdebt |   .1299284   .0383738     3.39   0.001     .0546877    .2051692
    _Iindu_2 |  (dropped)
    _Iindu_3 |  (dropped)
    _Iindu_4 |  (dropped)
    _Iindu_5 |  (dropped)
    _Iindu_6 |  (dropped)
    _Iindu_7 |  (dropped)
    _Iindu_8 |  (dropped)
    _Iindu_9 |  (dropped)
   _Iindu_10 |  (dropped)
   _Iindu_11 |  (dropped)
   _Iindu_12 |  (dropped)
   _Iindu_13 |  (dropped)
   _Iindu_14 |  (dropped)
   _Iindu_15 |  (dropped)
   _Iindu_16 |  (dropped)
   _Iindu_17 |  (dropped)
   _Iindu_18 |  (dropped)
   _Iindu_19 |  (dropped)
   _Iindu_20 |  (dropped)
   _Iindu_21 |  (dropped)
 _Iyear_2004 |   -.008037   .0090407    -0.89   0.374    -.0257634    .0096895
 _Iyear_2005 |  -.0059552   .0083114    -0.72   0.474    -.0222516    .0103411
 _Iyear_2006 |  -.0020106   .0079727    -0.25   0.801     -.017643    .0136218
 _Iyear_2007 |    .020888   .0099454     2.10   0.036     .0013877    .0403883
       _cons |   .0105032   .0138772     0.76   0.449    -.0167062    .0377126
-------------+----------------------------------------------------------------
     sigma_u |  .11881215
     sigma_e |  .16959992
         rho |  .32920186   (fraction of variance due to u_i)
------------------------------------------------------------------------------

. xi:xtreg FCF rdp pdebt  i.indu i.year,fe vce(robust)
i.indu            _Iindu_1-21         (_Iindu_1 for indu==A omitted)
i.year            _Iyear_2003-2007    (naturally coded; _Iyear_2003 omitted)

Fixed-effects (within) regression               Number of obs      =      3875
Group variable (i): id                          Number of groups   =       775

R-sq:  within  = 0.0084                         Obs per group: min =         5
       between = 0.0306                                        avg =       5.0
       overall = 0.0016                                        max =         5

                                                F(6,3094)          =      3.78
corr(u_i, Xb)  = -0.2608                        Prob > F           =    0.0009

请大家看看以上stata的面板数据固定效应回归结果，R_sq很低怎么办啊？估计有效吗？