In his book, Seven Experiments That Could Change The World, Rupert Sheldrake suggested that the public carry out experiments to test whether pets can psychically detect when their owners are returning home. The first of these tests was undertaken by an Austrian television company and involved an owner in the north-west of England, Pam Smart (PS) and her dog (Jaytee). The test appeared remarkably successful and seemed to show Jaytee responding when PS set off to return home from a remote location. Rupert Sheldrake and PS asked the authors if they would like to carry out their own investigation into Jaytee's abilities. This paper outlines various 'normal' explanations that might account for the phenomenon and presents an experimental design that minimizes these possibilities. The paper then details the procedure and results of four experiments. Analysis of the data did not support the hypothesis that Jaytee could psychically detect when his owner was returning home. Finally, the paper discusses a possible reason for the difference in results of these studies and those carried out by the Austrian television company.