Stay

Method 1:
Step 1: Put your dog in either the SIT or DOWN position.

Step 2: Wait a couple seconds, then Click! or "Yes!" and drop a treat between his front paws (the idea is your dog is rewarded on the spot instead of out of your hand hence he will associate his spot as 'the place to be', instead of getting up to follow you for his reward).

Step 3: Again, have him remain in the SIT or DOWN position for a few seconds, and Click! or "Yes!" and reward. Add the word "Stay" and gradually increase the amount of time he remains in the appropriate position. Release from the stay with "okay!".

Step 4: When he is able to stay in front of you for at least 30 seconds, ask him to "STAY" and slowly start walking in a circle around your dog (do not walk directly away at this point). Reward and praise if he remains in his place, and release him from the stay as a 'bonus'. When practicing, gradually increase the circumference of your circle around the dog. If he moves while you do this, patiently put him in the exact place you left him and try again, only make your circle smaller.

Step 5: As he gets better and is able to stay for at least a minute while you walk large circles around him, then you can very your sessions. Try stepping over him, or stopping behind him. As he learns that no matter where you are, he is supposd to remain where you left him.

Before you walk directly away and/or out of sight from your dog, be at least 95% sure he will remain in place. Again, ask him to "STAY" and walk directly away. If he moves, patiently put him back where you left him and resume the circles around him until he is more solid. If he stays, walk back to him, Click! or "Yes!" and reward, releasing him from the stay.

Step 6: Gradually increase the distance between the two of you, and eventually walk out of sight. Vary and increase the length of the Stays. Always reward heavily when he remains in place - he should know he is wonderful for it! Eventually you can reward with a quick game of tug or a throw of the frisbee after he's released and make things more interesting.

Note: When teaching the "stay", never call your dog to you after giving him the command. This will encourage him in the future to get up and run to you for his reward. When practicing come, do it randomly or simply as for a "sit", "down" or "wait".

The above info is provided by Sierra Mist, edited by Mini

Method 2:
There are THREE "D"s in practicing STAY. Distance, Duration and Distractions.
When you practice stay with your dog, only increase either ONE of these Ds at one time.

Step 1: Put your dog in a sit or down position. Give him the reward a few seconds after he sits/ downs. Practice a few times.

Step 2: Put your dog in a Sit or Down position on your left (if you are right-handed. Heeling position). Tell him to STAY and and put your hand up (palm facing him) as the hand signal. Now walk ONE step away from your dog. Walk one step right in front of him, and face him. Count for 3 seconds, and return to the side of your dog. Say the release word (the work OKAY is often used), give him a treat and praise him!

Your dog may attempt to get up to follow you. The moment he gets up from the ground, say "UH-UH" (meaning no) and go back to your dog. Put him in a Sit/ Down position and again, walk a step from him.

Step 3: Practice a few times. This time when you walk away from your dog, take one or two extra steps. Count 3 seconds again, and return to your dog quickly.

Step 4: Practice several times. Add the distance by taking a total of 5 steps away from your dog. Practice.

Step 5: For the next practicing session, you can start to increase the staying duration. Let's say you were up to 5 steps away from your dog in your last practice session. Practice a few times of 5 steps away (counting for 3 seconds) and gradually increasing your dog's staying time to 7 seconds. Practice several times.

The above learning method is provided by Mini