To me "threats" tend to imply that the person doesn't follow through, or they are given at the height of emotion or out of anger or spite, not a matter-of-fact and consistant enforcement of consequences.
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Though I think there can be a very fine line. I think if you hand out too many "warnings" you're probably either nagging or threatening. In our family, having clear boundaries/expectations that are enforced consistantly, with no countdowns or "warnings" (since everyone already knows what the expectations are).
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If I see a kiddo that is skirting towards the edge of inappropriate behavior, I may say, "Hey, Kid...you seem a little out of sorts today. Do you need a hug/some attention/is there something bothering you that you want to talk about? If you want/need it, I am here for you." and try to give them a chance to cool off or vent BEFORE they cross the line. But I don't do the "Oh dear, you pushed your brother--if you do that again, you'll lose your playdate this afternoon," thing. If I notice the kids are testy with each other, i try to help them work it out before it escalates to physical lashing out, but once someone puts their hands on someone, then they have an immediate consequence--no warning, no threats, because they know the rules.
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Warnings and countdowns are ineffective with my kids. Consequences enforced every time are effective (they don't have to be major consequences, but they are consistent), when coupled with me helping them learn to recognize how to head it off before that point and guiding them through how to do so (they're getting better and better about that without my intervention, but it was a lot of time investment). I found with a lot of warnings or naggings, they just tuned me out.
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So I guess i kind of do avoid conditional statements (with my unique kiddos, if i'm at the point of saying something conditional, it's probably too late), but it's not that there aren't conditions, either. I don't know that it would work well with young kids, though, that doesn't seem fair.
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