Sayyiduna Zayd bin Thabit (may Allah be pleased with him) says that the Prophet (peace and blessings be upon him) made a chamber of a mat in Ramadan, and he (peace and blessings be upon him) prayed in it for a few nights. In the narration of al-Marthadi it is: two nights. And people prayed along with him (peace and blessings be upon him). When he (peace and blessings be upon him) came to know about them, he (peace and blessings be upon him) sat (at home), and then he (peace and blessings be upon him) said: "I have seen your state. O people! Pray in your homes, for the best prayer of a man is the one he prays at home, except the obligatory prayer."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 4607