This is called a phantom pregnancy. My friend of mine had this and actually believed she was pregnant for 12 weeks. She had all the pregnancy symptoms such as morning sickness, weight gain, belly grew a tiny bit and even her pregnancy tests came back positive, but when she went for the u/s at 12 weeks there was no baby. The doctor told her she was having a phantom pregnancy where your head believes that you are and your body follows. I suggest seeing a dr if it keeps happening.