There are a few things to have in mind. First, be reasonable. :)
If there is no response, there's nothing wrong with trying again. There could have been interference that you cannot hear or the operator might have been distracted. However, should you keep on transmitting over and over? Probably not. If I don't receive a response after two or three tries, I'm going to move on.
However, it is good to think about why the station might not be responding. Bear in mind that your ability to hear another station has no impact on whether or not they can hear you. :) For example, I have a friend in the UK. He is using a (very) non-optimal antenna. I can hear him, I can hear and make contacts with people in the surrounding county, but he cannot hear me at all. In his specific case, I believe the issue is that he's using a non-optimal vertical, which will be much more noisy than a horizontally oriented dipole (which I am running).
Another possibility is the takeoff angle of your own transmission. Is it possible that the station you are responding to is within a skip region for you? The takeoff angle of the other station is almost certainly not the same as your own.
These are just some things to think about that could explain what's happening.