When you teach your dog to “stay,” you're asking him to hold still in a particular position until you give him the sign to release.
This requires some self-control on his part; it's hard for many dogs to hold still. Therefore it's important to teach this behavior gradually, communicate clearly with your dog, and set him up to succeed.
Commit to Training Your Dog
This exercise also requires a commitment from you in order to responsibly teach it. Never tell your dog to stay and then walk away and forget him. Not only will he learn that he doesn't really have to stay still, but also that he can't trust you to come back. Both of these are poor lessons for your dog to learn.
Teach Release First to Your Dog
Since stay means “hold still,” you need to tell your dog when he no longer needs to hold still and can move. The easiest way to do this is to teach him a release command from that position.
To let my youngest dog Bones know when he's finished with a stay exercise and can move, I tell him “Bones, okay!” However, if you use “okay” a lot in your normal conversation, you might want to choose a different, less familiar word so you can avoid confusion. Some people use, “release”; others say “Sweetie, you're done.” It's up to you.
With your dog on leash, ask him to sit or down. After a couple of seconds tell him “Sweetie, okay” and take a step or two backwards while encouraging him to follow you. As he takes those steps, praise him: “Yeah, awesome!”
Use this consistently throughout the day as you interact with your dog. Let him know that “Okay” means he's free to move and each time he responds appropriately, praise him.
Teaching the Stay Command to Your Dog
With your dog on leash, ask him to either sit or lie down. Tell your dog, “Sweetie, stay,” as you give him the “stay” signal with the hand not holding the leash. This signal is an open hand, palm toward your dog, moving the hand up and down as if building an invisible wall in front of your dog's nose.
Take one step away from your dog while making sure the leash is loose and not pulling on your dog's neck. Do not repeat the verbal command or the hand signal. Simply stand still for about 10 seconds. Go back to your dog, praise him, pet him, and then release him.
Practice this exercise three or four times and then take a break. Do not repeat it over and over again; this is a mentally tough exercise in self-control for puppies and many other young dogs. While practice does make perfect it takes time to develop that perfection.
Increase Time, Distance, and Distractions with the Stay Command
When your dog will hold still for 10 seconds with you one step away, move on to taking two steps away but keeping the time at 10 seconds. When he's doing that well, stay at two steps away but ask him to be still for 20 seconds. Only increase either time or distance - never change both at once to avoid confusing your dog. Set him up to succeed and help him perform the exercise correctly.
If your dog should lie down, stand up, or otherwise move from the position you asked him to remain in, use a verbal interruption first such as “Uh oh,” then help him assume the correct position again. If he makes several mistakes over and over, go back to the first training steps and remain close to him, even to the point of holding his collar so you can help him remain in position. Praise him in the proper position and when he responds to your request correctly.
Very gradually introduce distractions while continuing to train the stay behavior. Perhaps have him do a sit and stay combination in front of a friend's house while out on a walk. Later, ask him to do a sit-stay and then a down-stay while neighbor kids are playing within sight. Have him do a sit-stay while the family cat is eating her dinner. Try introducing these distractions one at a time and for a short period of time while you remain close to your dog. Again, it's about helping your dog succeed.
The stay exercise is one of the obedience exercises that could have a number of potential uses in daily life. For example, you could have your dog sit and stay at the doorway when you bring groceries in the house; that stay could prevent him from dashing out the open door. He could lie down and stay while the family is eating; if this happens away from the table you can prevent begging. He could also do a down-stay at your feet when guests are visiting; this would prevent him from jumping all over them.
To incorporate the stay exercise into your daily life, begin using it in a variety of situations once your dog understands what is expected of him. Practice using the leash, of course, and help him to do what you're asking him to do. Make sure your praise him enthusiastically when he does it right and he'll be an expert in no time.