Do you take the dog for a decent walk before you confine it? Tiring him out might help him. How big is the crate? If it's too big, the dog might get anxious and unsettled, then try to get out.
Separation anxiety can also be from your behaviour. For example, if you get all lovey-dovey with it before you leave, then toss it in a cage, it may view this differently than you think you're projecting. A pack leader doesn't say good-bye to the pack, it just leaves. Dogs don't see emotions as humans do, they see it was weakness.
The dog should also view the cage as its den. This means it should be trained to go inside when you issue a command like "go on" or "get". The door should never be closed to trap it, but be closed for gradually longer periods of time when it is calm inside the cage. If you're tossing a treat inside to lure it, then slamming the door shut, it may get a feeling of being trapped and of course attempt to escape. You dog should be shown that the cage is its private refuge and not a prison.