It could be one of two thing, the most difficult would be if the socket needs to be replaced, but not likely if the fans are on the newer side. The most likely problem is a little metal flap in the socket that tip of the light bulb connects with when you screw it in. To fix this turn off the power the get a straight edge screwdriver and pry that piece of metal back up. If none of this works I would check all wire connections in your fan to make sure they're tight.