Teaching "stay" involves training your dog to remain in the position you left him in until you return to the dog and formally "release" them or cue them to do another behavior. If you leave them in a sit they should remain sitting, in a stand remain standing or in a down remain in the down position.
There are three aspects to the behavior - Duration, Distance and Distractions. Duration refers to how long the dog will remain in the "stay". Distance refers to how far away from the dog you can go-out of sight etc. Distractions refer to what else can be going on in the environment and will the dog remain in the stay.
Initially I will build duration, then I add distance and finally add distractions. When I add a different criteria like distance I will make another aspect of the stay easier, for example when I begin to increase distance I will make the duration shorter, bouncing around with the three criteria always trying to keep the dog successful. The best trainers on "stay" have a dog that never breaks the stay as they are training in a very slow and methodical manner- if the dog is repeatedly breaking the stay one is going "too fast".
Get your dog sitting, have a handful of food rewards. Stand right in front of your dog, give your dog a piece of food. *Bringing the food in from above eye level, rather than below, will help to keep the dog in a sitting position. As you remove your hand with the food cue "stay" wait one second, before the dog moves/breaks the stay praise and give him another piece of food. Again as you withdraw your hand with the food re-cue "stay". Repeat, repeat, repeat very gradually increasing the time between rewards. Only when your dog will stay for several seconds between rewards will you move to add distance.
If you are teaching a down/stay bring the food in low ...sort of bowl or underhand pitch it this will keep them in a down position ...when they are learning, bringing the treat in from above will often get them rising up into a sit to meet the treat.
Gradually begin to add distance - you might have to begin with a little lean away from the dog, then a half step, then a whole step your goal always to get back to the dog and reward them in the stay before they break. Distance is added in small increments. Also remember to bring the food in from above the dog's head in a sit/stay, if you bring it in below or at eye level the dog will want to get up to eat it (at least initially when they are learning). Finally add distractions.
Can your dog hold the stay if you turn your back, walk around the dog, around other dogs, if someone knocks at the door, etc. Gradually add distractions.
IF the dog breaks the stay, more often than not they will walk towards you. Remain neutral and calmly return the dog to the position you left him in. Do not reward. Try to re-establish the criteria he was meeting before he broke the stay before you reward him. Otherwise things are getting easier after a mistake. If your dog is repeatedly breaking the stay - trainer error! Slow down and re-evaluate your training design.
Courtesy of and Copyright by Janet A. Smith. This article may not be reproduced or distributed without written permission from the author, Janet A. Smith, Good Dog! Training, Okemos, Michigan.