I am currently facing a problem regarding the statistical interpretation of nonsignificant coefficients. I would like to know whether there might be a valid statistical explanation for a coefficient not being significant.

So, my questions is the following: how can I statistically justify that the coefficients are not significant?

In my case I have a dummy indipendent variable (coded 0/1) which shows a p-value higher than the significance level chosen.

Might it because the number observations coded 1 for that specific explanatory variable are not many in the sample? Is there any other explanation attributable to the structure of the sample maybe?

or is it something else that I have to consider?

I would be grateful if you could help me and give me some suggestions.

Thank you