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When writing a simple QGIS 3 plugin via Plugin Builder 3, is there a simple way to tell QGIS not to hide the dialog box when the mouse clicks outside it?

I have tried a few options without luck,
How to show QGIS plugin dialog always on top?, https://stackoverflow.com/questions/1925015/pyqt-always-on-top

Or is there an option within QGIS to command plugin displays?

Editing for including my code:

def __init__(self, iface):



    #always on top

    self.dlg = UpdateAttributeDialog()

    self.dlg.setWindowFlags(Qt.WindowStaysOnTopHint)



    """Constructor.



    :param iface: An interface instance that will be passed to this class

        which provides the hook by which you can manipulate the QGIS

        application at run time.

    :type iface: QgsInterface

    """

    # Save reference to the QGIS interface

    self.iface = iface



    # initialize plugin directory

    self.plugin_dir = os.path.dirname(__file__)

    # initialize locale

    locale = QSettings().value('locale/userLocale')[0:2]

    locale_path = os.path.join(

        self.plugin_dir,

        'i18n',

        'UpdateAttribute_{}.qm'.format(locale))



    if os.path.exists(locale_path):

        self.translator = QTranslator()

        self.translator.load(locale_path)



        if qVersion() > '4.3.3':

            QCoreApplication.installTranslator(self.translator)



    # Declare instance attributes

    self.actions = 

    self.menu = self.tr(u'&Update Attribute')



    # Check if plugin was started the first time in current QGIS session

    # Must be set in initGui() to survive plugin reloads

    self.first_start = None

UPDATE

The two suggested lines just needed to be moved to the run(self) section. Replace 'UpdateAttributeDialog()' by the name of your dialog.

 def run(self):

    """Run method that performs all the real work"""



    # Create the dialog with elements (after translation) and keep reference

    # Only create GUI ONCE in callback, so that it will only load when the plugin is started

    #if self.first_start == True:

    #    self.first_start = False

    self.dlg = UpdateAttributeDialog()

    self.dlg.setWindowFlags(Qt.WindowStaysOnTopHint)

Yes, there are a simple way. I found out one for QGIS 3 and, I think that is also equivalent for QGIS 2 because is based in 'setWindowFlags' method for QDialog (see this answer). For QGIS 3, it's necessary to import Qt module from PyQt5.QtCore and to include one instruction in init method; as is pointed out in snippet code below:

.

.

.

from PyQt5.QtCore import Qt

.

.

.

    def __init__(self, iface):

.

.

.

        # Create the dialog (after translation) and keep reference

        self.dlg = WhereAmIDialog()

        self.dlg.setWindowFlags(Qt.WindowStaysOnTopHint)

.

.

.

On the other hand, there is an option within QGIS to command plugin displays 'Always On Top'. With cursor on plugin window dialog (bottom bar), click on mouse right button and mark 'Always On Top' option in contextual menu; as it can be observed at below image.