Not just panel connections or main connections being loose could cause issues. Loose or arcing connections anywhere in the circuit path could do the same. Even, and especially the ones right at the bulb.... An A-19 for instance with a med. base not firmly screwed in will arc at the hot connection inside, and blow pretty quick. I see this problem often in worn, or 'inexpensive' lighting fixtures all the time. People screwing in the fragile bulb in hand are fearfull of giving it a good twist. Or most often are afraid to do so due to the cheap or old fixture falling apart in thier hands.
