Question about custom-made message

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Hello! I'm using ROS kinetic on ubuntu 16.04.

And I'm going to make my own message consisting of many sub-custom messages.

The sub-messages are in the right directory where any other messages are defined.

Below is a sample of the messages.

my_msgs/StateError          stateError              # error for state
my_msgs/EvalCovariance      evalCovariance          # validate covariance

and my_msgs is the name of the directory. (In other words, StateErrormessages and EvalCovariance messages are all in the my_msgs directory.)

In this case, is it mandatory to drop my_msgstags because they're all in the same directory?? (like this)

EvalCovariance      evalCovariance          # validate covariance
StateError          stateError              # error for state

Thanks in advance :)