Also, there is no multicollinearity and have controlled for hetero, auto and cross sectional dependence through Driscoll and Kraay SEs. Due to endogenous focal variable, 2sls is used.

Group low on index has few variables including the focal one, significant. However, group with high cultural index has significant F-stat but all variables in the model are highly insignificant. Although my hypothesis is supported but I am worried about the statistical side of this model behaviour.

What’s the solution???