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The first and most important reason that classroom rules are imperative and must be reinforced is for the safety of the children in the classroom. Teachers must be alert at all times, not for just what is going on in the classroom, but also for what could happen.
The rules also teach the children discipline and self-control. Rules and structure are also important in the classroom because they will eliminate stress. If the students realize what is expected of them and those expectations are consistent and fair, the classroom will be a more pleasant place to be and the students will be more effective and engaged in their learning.
One thing that many teachers do is set up rules for their students, but then forget they they need to have a set of rules also. It is important for a teacher to develop a consistent, fair and inviting environment for their students.
Some good resource links are listed below.
Children need to feel like school will be in some way predictable, I think. I think that this is one of the major reasons (in addition to those listed above) that rules are so important. They allow kids to feel like their environment is going to be relatively predicatable in that the things that are prohibited will not happen.
Children learn from consistency, as in their socially formative years they are much more responsive to modeling behavior by adults. They seek approval from adults, they imitate them, and they in turn model it for others. So being firm, friendly and fair when it comes to classroom rules and discipline is especially important with that age group.
As a father of four children myself, I know first hand that children need boundaries. They give them security and a sense of safety that chaos or irregularity do not. Of course, the big thing about boundaries is that they often need to be tested so that the children are reassured about their safety. Children don't necessarily do this out of a perverse desire to consistently defy authority, but they do it because they need to know that those boundaries are stable and fixed. Therefore it is incredibly important to not only establish boundaries but then to also reinforce them for the good of the children themselves.
On the other hand, social historian Page Smith (formerly of the University of California, Santa Cruz) posits the idea that young children who are "pampered" and treated with the utmost respect are the ones who develop into the most independent and creatively intelligent adults, which strongly suggest that it's a grievous mistake to subject toddlers to school environments and rules and regulations. A point to ponder.
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