President Ali Abdullah Saleh, the target of widespread protests for the past three weeks, has said he will not step down before the end of his term in 2013.
However, he has pledged security forces will not fire on protesters. Medical officials have said 11 people have been killed in protests this month.
Police stood by Tuesday as demonstrators marched in the eastern town of al-Shiher, chanting "Down, down with Saleh."
In the capital of Sanaa, thousands rallied at a university campus while hundreds continued to camp out in a nearby square.
Demonstrators set up checkpoints around the square and searched those trying to enter.
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