I may be wrong, but there is normally a good reason for it to be switching between 3G and 4G - lack of good 4G connectivity. I don't believe there is a way to set it ONLY 4G as if you run into a "bad" area, you would end up with very little to no connection. Hence, the "auto connect" - it will search for the best connection where you are.
Anyone can feel free to correct me but this is my understanding.