I'm running a structural equation model using Stata's SEM builder and am having difficulty achieving convergence of even the most simple models with my dataset.
I have N=2544 independent observations. The simplified model in the image below fails to converge after thousands of iterations. I believe this suggests that the model is not identified (is that correct?). I have attempted including additional variables to improve model identification but but these have also failed to achieve convergence.
My primary question is, what are some general steps I can take to achieve model convergence when using SEMs? What aspects should I be thinking about? These aspects can be general (in terms of SEM theory) or specific to Stata.