Did your parents only take you to Toys R Us? I don't know too many kids who are keen on stores, getting dragged around on errands is like the prime time to act up.
No, most of the time I've seen the kid wants a toy or a treat, often from the check out line. S/he's not trying to get out of shopping, but trying to get mommy or daddy to give in on the candy. Hence removal from the store is effective.
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