They can hold it in for long periods. Also, just something to think about (but I don't think this is is applicable in your situation), a friends GSD went days with peeing once, it was extremely aggravating and painful for his dog, he went after about 3 days. The vet had no explanation other than the dog had just received vaccination and heart worm yearly vaccination all in the one visit and perhaps this had something to do with it.
if your GSD is eating and eating and eating and losing weight - please consider testing for EPI.
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