Make sure the screws around and outside the analog are tight enough (or too tight, loose them up)

im not sure what screws your referring to so ill just post as if you didnt say anything.

first check the screws on the analog stick and make sure there tight and holding it on good.

then check the screw underneath the PSP below the joystick (this screw can be really tricky so make sure its on tight).

if it still doesn't work check the connection pins for the joystick and make sure its not dirty or scratched and that the clear rubbery thing inst missing.