I am currently teaching Chloe the command "Stay", partially because of this. She has it down as long as there are no distractions and we're slowly getting her accustomed to obeying with ever-increasing distractions. Currently, the worst is when my husband comes home from work. She's so excited to see him that she runs out the door as soon as he opens it. Luckily, she's interested in getting to him and not away from me, but still...I don't want her running out the door off-leash. "Stay" works great for other situations than just the door opening.
To teach her, I just started out telling her to sit (the first command she learned) and kneeling in front of her. While telling her to stay, I'd back away half a foot. When she didn't follow, she got a treat and praise. Over a week, I increased the distance I was away from her. As for practicing with the door, a baby gate would be great. You could practice the stay command with the door open, but not have to worry about her messing up and escaping. For me, leaving a gate up permanently isn't really feasible.
Hope this helps and good luck!
-C
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