I just bought a 1 year old Maltese male. He is very shy and skiddish. How do I train him to come to me? He doesn't let me out of his sight but I have to catch him instead of him following my command.

Overcoming early socialization problems may be tough. Some things not done right in the first place are very hard to correct. Make free use of treats. If he will let you, cuddle him rubbing his butt, belly, ears, etc. Keep your voice low and calm. Do not make eye contact. He may soften up in time.