Even if you can't see fleas it could be flea bite allergy so the Advantage was a good try and you might try Frontline to see if that helps more than Advantage did.
Another possibility is an allergy to a food item in the food they are fed. A dog can become allergic to a food item even in a food they have always eaten.
www.marvistavet.com/html/food_allergies.html
You might find swapping to a food with alternative ingredients like Wellness or Eagle duck, rabbit, fish, venison etc will help a lot.
You might find adding fatty acid supplements will help - pet supplement products like Derm Caps or Linatone have the omega 3 & 6 fatty acids dogs need.
It also could be a hereditary problem like sebaceous adenitis
http://www.fix.net/~dogmag/Customer (name blocked for privacy)/skin-disease.html
If your vet has not been able to help you I suggest you see a veterinary dermatologist
http://www.acvd.org/public/findaderm/index.htm
Hope this helps you!
__________________
Please press Accept if you find my answer helpful. Want more info? Just reply on your question!
Bonuses for good work are always appreciated!
Thanks for the opportunity to help you!


