sometimes you have to keep it. if you can't make them think that you are a respectable person, you can't get rid of the nick name, you have to show them that you are respectable, and then they dare not call your nickname when you refuse to give any response when they call you.
there are a lot of unhappy matters in our lives, because seldom anyone is happy in our society, so it is important that we are able to change our society so that everyone is able to feel relaxed and happy everyday, then they won't deliberately make other unhappy anymore, that means if you are unhappy with something you have done, they are not willing to do anymore.
i think this is already possible now, since nobody wants to be unhappy and since we have already have so many skills to manage our lives. don't feel too bad and just wait and see if you are going to see a new world.
If they're your friends, just ask them to stop. My male teachers used to call me by my last name. They called me it so much that people started thinking that was my name. I told my friends and they called me by my actual name and soon everyone was calling me by my real name.
Tell each person that you go by (your name) and not your nickname. I changed mine from my name to nickname and so far that is what they call me. When they call me by my real Name, I do not answer. It works!