For clean weed - not laced with anything - sativas are more prone to causing anxiety. I doubt one will find any kind of study proving this, it is anecdotal - myself, friends and the internet at large.

While not universally true, it seems that many of the sativas for sale are very high THC which probably is a primary factor. Other factors are terpenes, though there is still a lot of debate on whether it these are real or imagined effects.

Moderate THC (15-20%) indica or indica dominant hybrid flower, using a flower vape, IMHO, is the best way to go. Always a good idea to read strain reviews prior to purchase (or growing) as people will note those that have caused them to be anxious, sleepy, hungry, horny, etc.

People can also have very different reactions when taking a drug (weed, shrooms, lsd, etc) alone vs with friends, something to consider as well.