Hair thinning on mini schnauzer/scratching and nibbling of skin

I have a mini schnauzer and she is 6 yrs. old. I have had lots of skin problems with her. I have changed her food to Royal Canin which is apparently one of the best dog foods....
She is and has been losing her coat.....(thinning to the point where you can see her skin in parts) I have also noticed that her fur has changed color (face white instead of grey and white).
She scratches and nibbles up and down her legs and other parts of her body. I've taken her to the vet on numerous occasions and he gave her steriods. Todate, she is not on any prescriptions.

She is a very special little girl in my life and she looks at me with those big eyes and is asking for comfort....I hope you can help me.

Thank you, Sue