Does the dog have any doggie odor at all? If so that could mean she possibly has a skin infections that is treatable with antibiotics.

If she doesn't smell bad::::

I had the same problem with my lab and when I took her to the vet, he suggested fatty acid supplements too. It worked great!! Now she is as shiny as a newly shine black boot!!!!! Now we just put a tablespoon of corn oil in one of her meals daily. Does as good as the supplements, but is a whole lot cheaper.