With there being so many different causes of hair loss, a number of different tests have to be carried out by a GP or dermatologist to establish which one is affecting you.
Iron
Iron levels are often tested as research has shown that low iron is often associated with loss of hair. It is not simply a matter of taking iron supplements, however, as this may not be the issue and you can have too much iron.
Thyroid check
Research has shown that hypothyroid and hyperthyroid can cause hair loss. This may be checked and you can be put on thyroid replacement medication. However, if you are already on such medication, there is a chance that this is the cause of hair thinning or loss as this can be a side-effect.
Hormone levels
High levels of testosterone can cause hair loss. The level of testosterone in women will tend to rise after the menopause and this may well trigger hair thinning.