Stay

The stay command requires lots of time. Dogs are pack animals and you are the pack leader, if you are doing your job right. When you leave, the dog is on his own and uneasy.
Basically the food & praise method are used again, and again this might appear to be common sense with a DUH!!! factor of 9.5, but it works.

Make sure you have the dogs attention, also make sure he knows you have food for him.
Get the dog to sit.
Slowly start to walk away while issuing the command STAY.
    Pick a hand signal to accompany the verbal command.
At first walk only a few feet from the sitting dog, then return to him.
    If he stayed put, give him a treat.
    The idea is to make sure the dog knows that even though you might go away for a while, you will return - with food if he is good, {This is also how to train your dog to wait in the car without tearing it up}
    Don't always walk to the same place when training him to stay - he might misunderstand walking to that place with the command STAY. Randomly walk around the room.
Slowly increase the distance from the dog. Once he is comfortable with staying apart from his master in the same room, start moving out of his range of vision - go into the next room.
    Again, start small. Disappear from his field of vision for a few seconds at first, then back to him. Give him the treat or praise, then gradually increase the distance and time away from the dog.