GTA: San Andreas was never released for the PS1. It was a PS2 title. Therefore, a standard PSX2PSP conversion is impossible because the PSP cannot emulate the PS2.
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: The PSP cannot emulate PS2 games. While it can run PS1 games via EBOOT files, San Andreas was never released on the PS1, making a native EBOOT impossible. GTA: San Andreas was never released for the PS1