Dummy variable interpretation

[Sarah Steel]

Hello all. I have a question related to the significance of the dummy variable. Some background context: My first hypothesis hypothesizes that the independent variable (IP) which is the institutional pressure has a positive relationship with CSR (my dependent variable). I was able to find statistical evidence to support the hypothesis. However, my second hypothesis hypothesized that the dependent variable's score would be higher in Russia compared to China as Russia has a higher institutional pressure compared to China. In order to do so, I created a country dummy variable where 1 denotes Russia and 0 denotes China and ran the GLS regression analysis. I was able to find a positive relationship however there was no statistical significance that was found ( p-value < 0.0509). I am struggling with understanding how to interpret the result in this context. If the first hypothesis is statistically significant, shouldn't the second hypothesis also deliver the same result? How do I interpret the statistical insignificance in relation to the dummy variable? I'd really appreciate it if anyone could shed some light on this. Thank you so much in advance! Model 2.docx

[Carlo Lazzaro]

Sarah:
as per FAQ, please do not attach files (that most listers do not download due to the risk of malwares) but use CODE delimiters to share what you typed and what Stata gave you back. Thanks.