I'm guessing that there's no language file for it. Most Dolphin text is drawn from a language file and can't be edited directly. The leading underscore is the giveaway in this instance.
Go to Admin/Settings/Languages Settings and enter _state into the Filter box and click Apply.
You may see several listings, but most have some descriptive name. It's hard to tell from your screenshot as to which one it may be. Click Edit for each one until you find the a blank String Text For English Language box.
Add the appropriate word there. Save, clear the cache and reload the browser page.