Step 1: Recall the thermal decomposition of metal nitrates.
The products obtained on heating metal nitrates depend upon the position of the metal in the activity series.
Group 1 metal nitrates (except lithium) decompose to give nitrites and oxygen.
\[
2MNO_3
\rightarrow
2MNO_2+O_2
\]
No \(NO_2\) gas is produced in this case.
Step 2: Examine sodium nitrate.
For sodium nitrate,
\[
2NaNO_3
\rightarrow
2NaNO_2+O_2
\]
Thus,
\[
NO_2
\]
is not evolved during decomposition.
Step 3: Examine lithium nitrate.
Lithium nitrate behaves differently from other alkali metal nitrates.
\[
4LiNO_3
\rightarrow
2Li_2O+4NO_2+O_2
\]
Hence, \(NO_2\) is produced.
Step 4: Examine magnesium and calcium nitrates.
Alkaline earth metal nitrates decompose as:
\[
2Mg(NO_3)_2
\rightarrow
2MgO+4NO_2+O_2
\]
\[
2Ca(NO_3)_2
\rightarrow
2CaO+4NO_2+O_2
\]
Both reactions produce nitrogen dioxide.
Step 5: Final conclusion.
Among the given nitrates, only sodium nitrate does not produce nitrogen dioxide on strong heating.
\[
\boxed{\text{Na}}
\]
Therefore, option (2) is correct.