Some dogs are allergic to various things. A grain free food might be helpful. Also get an all natural shampoo and conditioner for her. Many dog shampoos have detergent in them that is drying to the skin even though they add moisturizers to try to counteract it.
This is what I use:
Yorkie Splash and Yorkie Shine | Yorkie Shampoo and Yorkie Conditioner
It works wonderfully and it smells great.
Some dogs are also allergic to fleas. It only takes one to make them crazy. You may never see the flea but the dog will scratch like crazy anyway. Any redness on the skin or dry patches?