Have your dog on a lead and in the Sit position beside you. As your trained dog should do what you ask him to do until you tell him to do something else, you don’t actually need to use the word ‘Stay’ but many people find it difficult to resist!
So, once your dog obeys your ‘Sit’ command , give the command ‘Stay’ if you wish, holding the flat of your hand out towards him and stand still for a few seconds. Say ‘Good’ every few seconds. You may even decide to offer a small treat but only if your dog remins sitting. Many dogs learn that a treat signals the end of an exercise so this will help your dog to learn that the best place to be is sitting still.
When you decide to, release your dog by saying ‘Go on’ or similar. Praise and reward him. If your dog moves in that time, ask him to sit again and reduce the time you expect him to stay still. Build this up to at least 20 seconds before you attempt to ask him to stay and move away from him, otherwise he will follow you.
When he is ready for the next stage, walk backward a pace or two giving the insruction ’Sit’ or (‘Sit’ and ‘Stay’) and hold out your hand with the palm facing him. If he moves to follow you say ‘Sit’ and return him to his original position. Walk backward a pace or two again. Move back to be beside your dog, reward him and release him to play by saying ‘Go on’ or something similar. Do not always go back to the same place near him but get him accustomed to you walking to be next to him as well as behind and in front of him.
Keep doing this exercise until he reliably recognises that you want him to stay still when you step away. Perhaps even give him a treat each time he is still sitting when you step back to be next to him.
Having given your dog the ’Sit’ instruction and hand signal, walk two paces away and walk in front of him. Return to his side, praise and release with the command ‘Go on!’ With each attempt, slowly move further and further until you can walk all round him, always returning him to a ‘Sit’ if he attempts to follow. Do not repeat the Stay command but use ‘Good’ if he is still sitting or ‘Sit’ if necessary. When you are again beside your dog, praise, reward and release him with a release instruction such as ‘Go on’.
Now practise this exercise without the lead, again rewarding him when you return to be beside him. If he gets up to follow you, go back to him saying ‘Sit’ and return him to where you asked him to sit. Only leave him for a few seconds at first but increase the time you expect him to stay still up to about 2 minutes. Try hiding behind a tree for a few seconds as part of the exercise. Return to your dog, praise him, congratulate him and release him with the phrase ‘Go on!’.
As his reliability improves, reduce the number of times your dog is rewarded with a treat but always congratulate him for good performance. Release him at the end of the exercise. Eventually the reward can be extinguished altogether but may be offered once in a while for outstanding behaviour or to reinforce what you have taught your dog.
As with training all instructions, slowly increase the length of time you expect him to stay still and the level of distraction you expect him to tolerate.
Please have a look at my video demonstrating the ‘Stay’ for further advice.