[missPenny]

I just did a Google search on this and there are a few results concerning canine behavior. Basically, they say a dog will do that when they are uncomfortable or to relieve tension. It can follow a reactive state (such as barking) or when a dog is "shaking off" nervous energy. Another article says it can occur when the dog has an undesirable experience.

So there are a few different answers out there, but they all seem tied together basically.

The nervous energy shake-off and undesirable experience shake-off fit Penny to a T as she is a very anxious dog and will also shake off sometimes when we correct her.