I am doing factor analysis on a small quality of life questionnaire. It contains only 6 items. I did EFA with parallel analysis in STATA. This revealed a possible 2 factor structure with 4 items in factor 1 and the last two items in factor 2. When I do CFA (SEM) to test this new model I run into trouble. I get 16000 iterations and afterward STATA tells me that convergence is not achieved. However, when I look at the goodness of fit statistics I get a very good fit.

What does "convergence not achieved" mean? Should I worry about this? I know it has to do with validity, but that all I know.

Thanks

Christian