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Originally Posted by Dowly
Is it smartness or something learned and trained?
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Both. To be fair, border collies are the smartest dogs around.
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Is it free will or what the master says?
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Neither. Dogs are pack animals that follow a social order. You as the alpha. So you could say "master" in that regard. However, left unattended, a dog has the free will to explore or get into trouble.
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See, cats are more or less free, they just live with you. Dogs are more or less slaves, they do what you tell/teach them to do. 
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You know, the existence dogs and humans are intertwined. Dogs, or even "camp wolves" are one of the reasons why we survived as a species at the dawn of time. The use and effect of dogs for herding, early warning, and guarding can't ignored. Without the use of dogs, we wouldn't have advanced as we have, and without us, dogs as we know them wouldn't exist.
It's also been proven that dogs DO read our facial expressions. The only animal to do so. By reading our face, they know if were happy, sad, angry, etc.
As an aside, you'll never hear of a "service cat".