There are two behavior problems that dog owners tend to misdiagnose more than any other. The first is "dominance", which is generally not a behavior problem in itself and rarely the cause of the actual problem behavior the dog owner complains about; and the second is "separation anxiety".
The problem with diagnosing canine separation anxiety is that anxious behaviors can range from very mild to very severe. Almost every dog suffers some kind of anxiety when separated from the "pack". This is quite normal and most dogs learn to cope with this feeling without developing any problem behaviors.
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In some cases, however, the dog attempts some anxious behavior in a bid to solve their problem (not being included in a pack activity) and this behavior works at some level to reduce or displace the anxiety felt. This anxious behavior might be fairly mild, such as whining, or it may escalate to barking, escape, destruction; and at the extreme end of the spectrum we have self-injurious behaviors.
It is relatively easy for the owner to deal with mild anxious behaviors such as whining or non-persistent barking, and even escaping from the home or yard can usually be managed and the dog doesn't suffer unduly. I would like owners with this sort of dog to understand that treatment is fairly straightforward and veterinary intervention is probably not necessary.
If the dog is coming to harm, or continuing to experience strong anxiety at times other than when separated, and the usual behavioral modification techniques are too difficult for the average dog owner to implement due to the level of anxiety, then veterinary intervention may be necessary.
Treatment options then include various medications that can reduce anxiety in the short or long-term. A vet with appropriate qualifications in canine behavior should be sought. In Australia we call these specialists "veterinary behaviourists" and I believe the same term applies, if not officially, at least functionally, elsewhere.
Where do we draw the line between "my dog is anxious when I leave" and "my dog suffers clinically diagnosed canine separation anxiety"? This will probably seem obvious after I say it, but for a dog to be suffering "clinically diagnosed" anything, a suitably qualified person has to first make the diagnosis! So if you, a friend, or a client has a dog you suspect may be suffering from separation anxiety, try to get that dog along to a suitably qualified vet as soon as possible.
I don't want to appear to be going against the grain too much here, but it needs to be understood that the behavioral modification techniques you will find scattered around the internet and in books on dog behavior have their limitations and actually solving the bigger problem of separation anxiety using these protocols is easier said than done!
I will freely admit that my own protocol [2] (and I claim ownership very lightly here, because I did not come up with this exclusively) is very limited in it's application. As soon as you do something differently to what has been trained, it is unlikely that your dog will continue to display the calm behavior which you have conditioned. This would require "generalisation", and while that is the eventual aim, I won't kid you that it is a short road to follow. My "Calming Yo Yo" protocol [3] is intended to fix the problem of your dog becoming anxious when you leave the room, or when tethered somewhere, or asked to "stay" while you go out of sight (and for these purposes it works well).
The more common protocols of "rehearsing your leaving routine without actually leaving" have similar limitations. Some dogs will just learn other cues for your departure, they don't miss much! Again, you can build this routine up, and that is the eventual aim, but again - not a short road.
That is not to say that these protocols are futile - they certainly are not, but don't be surprised if your dog is still suffering symptoms of separation anxiety this Christmas, or possibly even next. The more diligent you are, the more frequently you practise, and the more attention to detail you pay, the more likely it is that these techniques will work for you. In some dogs, medication can speed the process up a LOT.
Of course, if your dog doesn't have a bad case of separation anxiety, then treatment becomes much easier. Often, either of the above protocols can work very quickly because the dog only displays anxious behavior while you are present. Teach these dogs an alternative (calm) behavior while you are there and you have the entire problem solved.
In these cases, simply not reinforcing the anxious behavior might be all that is necessary. People often don't realise that soothing, giving toys or treats or something to chew on, or returning to a barking dog can actually reinforce the anxious behavior (make it worse). Dogs do what works for them!
While anxiety may have been the initial cause of the anxious behavior, it requires reinforcement to maintain. If you can identify the reinforcer and remove it, the behavior will extinguish over time. Maybe not immediately, but more than likely before Christmas.
Here's where I do go against the grain. I don't think many dogs need an activity while we are gone for the day (I'm talking about the normal 8-9 hours here). Ideally, this is one of two main rest times. I wouldn't go out of my way to ensure that my dog has something to do while I am at work.
If your dog is bored or anxious while you are out, consider increasing the amount of stuff your dog gets to do while you are home more so than when you are out. Big bones, interactive food toys and stuff to shred is ideal for when you are home but unable to give your dog attention (cooking, cleaning, paying bills, resting etc) A little extra physical activity also doesn't hurt the average person, and training your dog always pays dividends, even if it is just cute tricks.