Dogs are strange creatures and sometimes they take off because they think they will be punished or did something wrong, or you are bringing them inside etc. Try kneeling down and quietly call the dog, you might get better results. When you scream their name, they get scared.

You have to make it worth the dogs while to come to you. Start by giving a (small) titbit when the dog obeys, then you can gradually phase this out so the dog doesnt know if it will get food or not. Always praise good behaviour and ignore bad, as any attention is good from the dogs point of view

I use a whistle everytime I give my dogs a snack. 3 short whistles and then give them a peice of hot dog. I did this for a good two weeks. The dogs heard the whistle and came running for their snack. They soon related the whistle with "people" food and now whenever they get out and take off running... both are hunter breeds, I take out the whistle and blow. They usually stop dead in their tracks and come back for the hot dog. After doing this for awhile I slowly cut back on the food rewards and gave them hugs and pets telling them they are good boys and that was enough. But every so often they get the whistle blown and a hot dog awaits them. Dogs who are born hunters like Labs, Beagles, Hound dogs etc. tend to take off the minute the door opens. Not because they don't like you but because it is in their blood. They get a whiff of a rabbit or another animal and off they go. They do not even hear you calling once they are on a scent. The best thing to do is always make a fuss telling them "good boy" when they return. Never, Ever, and this is where most people make their mistake, YELL at the dog when it finally returns to you. This is only telling the dog that when he comes home he will be in trouble with his "Alpha dog" and he doesn't even understand why. I know you can get frustrated, I did too, however, put on a happy face and tell the dog what a great dog he is and soon... He will be the best dog you ever had.