The Stay Command is one of the harder commands to teach a dog because it requires the dog to remain still in one place while you move away.  Since dogs are pack animals with super-sensitive sniffers, either their desire to be with their people or their noses often distracts them.  
The trick to teaching the stay command is to remain as close to your dog as possible in the beginning and gradually increase the distance between you as your dog does better. 
 
1.      With your dog either sitting or lying down, put your palm a few inches in front of his face and say “stay.”
2.      After giving the command, move back one step and then quickly come closer before your dog has a chance to move.  Give him a treat and praise. 
3.      Once he stays for that distance on his own, increase the distance to two steps, and so on.
 
NOTE:  Do not attempt to teach this command on a slippery surface because your dog’s feet may slide out from under him and force him to move.  Set him up for success by practicing on a carpet or in the yard.
Also, do not say his name before giving the command.  Hearing their names can get them excited and make it harder to sit still.

Disclaimer
Please consult the services of a Professional Dog Trainer, Behaviorist or Veterinarian before implementing any of the advice contained on this site.