Will your head become scarred if shaven to the skin, and therefore liklier to bald?

I was told because I buzz my head, that even as a female, if I were to shave it down to the skin, my scalp would "scar", and I would be liklier to bald in the future. True? I really would like to shave it down to the bare skin, but not if it will effect me in the future.