Musnad Ahmad 312:1

'Abd al-Rahman narrated to us, Sufyan narrated to us, Zayd ibn Aslam narrated to us, from Busr ibn Mihjan, from his father; and 'Abd al-Razzaq said: Ma'mar informed us, from Zayd ibn Aslam, from Busr ibn Mihjan, from his father, who said: I came to the Prophet, peace and blessings of Allah be upon him, and the prayer was established, so I sat down. When he finished praying, he said to me: "Are you not a Muslim?" I said: "Yes." He said: "Then what prevented you from praying with the people?" He said: I said: "I prayed in my household." He said: "Pray with the people, even if you have already prayed in your household."