"Stay" can easily be taught as an extension of what you've already been practicing. To teach "stay," you follow the entire sequence for reinforcing a "sit" or "down," except you wait a bit longer before you give the release word, "OK!" Wait a second or two longer during each practice before saying "OK!" and releasing your dog to the positive reinforcer (toy, treat, or one of life's other rewards).
You can step on the leash to help your dog understand the down-stay, but only do this when he is already lying down. You don't want to hurt him!
If he gets up before you've said "OK," you have two choices: pretend the release was your idea and quickly interject "OK!" as he breaks; or, if he is more experienced and practiced, mark the behavior with your correction sound— "eh!"— and then gently put him back on the spot, wait for him to lie down, and begin again. Be sure the next three practices are a success. Ask him to wait for just a second, and release him before he can be wrong. You need to keep your dog feeling like more of a success than a failure as you begin to test his training in increasingly more distracting and difficult situations.
As he gets the hang of it—he stays until you say "OK"—you can gradually push for longer times—up to a minute on a sit-stay, and up to three minutes on a down-stay. You can also gradually add distractions and work in new environments. To add a minor self-correction for the down-stay, stand on the dog's leash after he lies down, allowing about three inches of slack. If tries to get up before you've said "OK," he'll discover it doesn't work.
Do not step on the leash to make your dog lie down! This could badly hurt his neck, and will destroy his trust in you. Remember, we are teaching our dogs to make the best choices, not inflicting our answers upon them!
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