Dear Professor/s ... I have tried bootstrapping with 5 different no. of replication (30,50,100,250, 500)
under all scenarios it stops roughly after half way " Number of bootstrap replications Requested 30 Completed 16 "
and I'm getting "*****" under SE colum primarily
Q1. Why is it happening this way
Pagee 114, (Testing SEM edited by Bollen) Prof. Bollen raised a nice point "Bootstrap resampling from the observations does not* resemble sampling from a population in which the null hypothesis holds" ...then he proposed a refinement
* I think what he meant is "may not"
Q2. how does MPlus handle this situation? his refinement was in reference to ML, I'm using WLSMV ... what is your advice?
A side effect of bootstrapping is that is exposes any weaknesses in the model. An example maybe relevant your situation is that with categorical variables, with small samples or skewed data, some draws will give low-frequency bivariate tables and therefore run into problems in doing a good job in estimating correlations and even more so the weight matrix. This can lead to convergence failure. I would expect the WLSMV SEs to often be as good as the bootstrap SEs (and not as prone to failure).