Training your dog to stay is a very useful command for dogs to learn, but it requires a lot of patience, time, and continual reinforcement especially with smaller hyper dogs. Always use positive reinforcement methods when you are teaching your dog to stay, and try to turn the lessons into a fun game so that your dog will want to participate.
Teaching your dog to stay is easier if your dog already knows how to sit. Follow the lessons on how to teach your dog to sit, and then progress onto the stay lesson.
Place a few treats in a pocket, or hide them cupped in your hand. Tell your dog to sit, and when your dog sits take a few steps away from the dog while you say the word 'stay' over and over again. Only take a few steps away; if your dog does not move, quickly give a treat reward. If your dog begins to follow you, just say 'no', walk the dog back to the 'sit' area, then try again.
Repeat step 2 multiple times a day until your dog begins to associate 'stay' with not moving as you walk away. Begin by taking just a few more steps at a time; quickly follow up with a treat reward and a lot of praise when your dog stays.
Gradually increase the distance away from your dog while continually saying the word 'stay.' Increase the time that your dog is in a 'stay' position as well. If your dog breaks the stay command, simply say 'no', walk the dog back to the 'sit' area and begin again.
Perform the 'stay' lesson multiple times a day, every day. Once your dog has mastered the 'stay' position at home, and for long distances and increased time, practice the lesson in other areas that have more distractions. Keep rewarding your dog with plenty of praise as the lessons progress, and slowly phase out the treat rewards.