Ask the breeder or rescue facility/group that you got your dog from f they observed any signs of anxiety. Dogs will develop anxiety in the earlier stages of their life  [14 weeks old] and how they interacted with other dogs after birth could affect their anxiety. Dogs that come from puppy mills could have higher chances of anxiety due to the conditions they were exposed to right after birth. 
Once your dog can stay, you can gradually increase the distance. This is also true for the “sit.” The more solidly he learns it, the longer he can remain sitting. The key is to not expect too much, too soon. Training goals are achieved in increments, so you may need to slow down and focus on one thing at a time. To make sure the training “sticks,” sessions should be short and successful.
Moreover, the persistent and excessive fear of a specific stimulus is referred to as a phobia. is a persistent and excessive fear of a specific stimulus, such as a thunderstorm. It has been suggested that once a phobic event has been experienced, any event associated with it, or the memory of it, is sufficient enough to generate a response. The most common phobias are associated with noises (such as thunderstorms or fireworks).

I know Sally’s normal behaviors and I’ve spent time with a professional trainer to learn how I can be the best pet parent to her. She’s seen wagging her tail a bunch in the video and she even gets her “show trot” going, which to me means she’s happy not stressed. Again, I appreciate your concern, but I can’t help but be a little on the defense since it feels like your comment is insinuating I am treating my dog poorly. Sally lives a pretty cush life. She roams the house freely, has the option to be outside whenever she asks, eats well, exercises regularly, gets plenty of snuggles and is rarely kenneled since I work from home. Thank you for taking the time to read this article and write up your comment.

The clicker is a small hand-held device that makes a distinct, short sound to mark a desired behavior. (See clicker training for a more detailed discussion of this methodology.) It has gained popularity in recent years as being a means of training that does not involve physically correcting the dog, though it may be used in conjunction with these methods.
Things you can do at home to relieve your dog's anxiety include making a special space just for Fido where he can feel safe when you leave, and playing music. I always leave music on for my dog when I'm away, and the Washington Post reported that shelter dogs who listened to Canine Lullabies, by music legend Terry Woodford, adjusted better than other dogs.
It typically takes 4-6 months for a puppy to be fully house trained, but some puppies may take up to a year. Size can be a predictor. For instance, smaller breeds have smaller bladders and higher metabolisms and require more frequent trips outside. Your puppy's previous living conditions are another predictor. You may find that you need to help your puppy break old habits in order to establish more desirable ones.
Obedience training helps your pet learn his role in your family and in the world. It will teach him the skills he needs to interact with other dogs and with the people inside and outside your home. Puppy training is the first step to teaching healthy behaviors and avoiding negative ones. Often, dogs start their training by learning simple commands, such as "sit" and "stay," though later on they may be trained in more specific ways, such as how to stay in a crate without whining or how to sit patiently without begging while the family eats dinner.
Positive-reinforcement is the methodology suggested by humane organizations, veterinary associations and dog trainers alike. This type of training focuses on rewarding desired behaviors using something that the dog values (typically treats), removing the reward for undesired behaviors and not using physical punishment or fear to bring about behavioral change.

Researchers have described several reasons why the dominance model is a poor choice for dog training.[71] First, a relationship based on dominance is established to gain priority access to scarce resources, not to impose particular behaviors on the less dominant animal,[72] so the dominance model is irrelevant for most of the behaviors that people want from their dogs, such as coming when called or walking calmly on a leash.[71] Second dominance-submission relationships, once established, are constantly tested and must be regularly reinforced.[73] Thus people, particularly children and the elderly, may not be able to retain their rank and are at risk of being injured if they attempt to do so.[71] Third, dominant individuals gain priority access to resources, but only while they are present, establishing dominance over a dog does not guarantee its behavior when the dominant individual is distant or absent.[71]

In 1935, the American Kennel Club began obedience trials, and in the following years popular magazines raised public awareness of the benefits of having a trained pet dog, and of the recreational possibilities of dog training as a hobby.[17] After WWII, the increasing complexities of suburban living demanded that for a pet dog's own protection and its owner's convenience, the dog should be obedient. William Koehler had served as principal trainer at the War Dog Training Center, in California, and after the war became chief trainer for the Orange Empire Dog Club—at the time, the largest dog club in the United States—instructor for a number of breed clubs, and a dog trainer for the Walt Disney Studios.[18] In 1962 Koehler published The Koehler Method of Dog Training, in which he is highly critical of what he calls "tid-bit training techniques" based in "the prattle of 'dog psychologists'".[17] Amongst the training innovations attributed to Koehler is the use of a long line in conjunction with a complete absence of oral communication as a way of instilling attentiveness prior to any leash training. Koehler insisted that participants in his training classes used "emphatic corrections", including leash jerks and throw chains, explaining that tentative, nagging corrections were cruel in that they caused emotional disturbance to the dog.[19] Vicki Hearne, a disciple of Koehler's, commented on the widespread criticism of his corrections, with the explanation that it was the emotionally loaded language used in the book that led to a number of court cases, and to the book being banned in Arizona for a time.[20] Despite the controversy, his basic method forms the core of many contemporary training systems.[21]
4. Consider changing your vet if he/she isn’t tuned in to your dog’s needs. While some vets are great with nervous and aggressive dogs, others are still very old school; they don’t listen to owners and use invasive and rough handling. There are, however, new techniques out there for vets dealing with anxious dogs. Dr. Sophia Yin has developed a program for vets that focuses on low-stress handling, which can make a huge difference in your dog’s anxiety levels. And Dogs in Need of Space has a list of vets who go the extra mile for anxious dogs; if you do want to change your vet, it’s a good place to start.
^{To train your dog to come when called, start on leash in a quiet area. Back away from your dog while enthusiastically telling her to “come!” Only give the command once, but be enthusiastic, and keep your body language relaxed and open. You can show your dog a treat to encourage her to head your way. Once she starts towards you, say “yes!” (or click) and reward her with a treat.}