Such chemicals are called horomones. For instance, the same hormone thyroxin tells the human body to burn calories, and in the frog it triggers metamorphisis. Retinoids are used by most vertebrates to trigger development. The same retinoid can cause disrupt development in a frog or a mouse. But retinoids are unable to affect the development of insects.
Insects do have retinoids, but they are only involved in vision.
Insects lack the retinoid receptors and therefor retinoids are unable to trigger growth and development of their body parts. Retinoids do not act as hormones in insects beacause they are unable to read the signal with out the right kind of receptor. Insects do have hormones with their receptors though. One example is Juvenile Hormone which regulates the how the larva grows into the adult fly. This hormone is not found in frogs or other vertebrates.