Thank you for your comment! We agree, and we think most parents do, that cry-it-out is a last resort, and we always recommend trying a gentle sleep coaching method first. That said, the research on cry-it-out is that, done correctly and not as a replacement for parenting your baby, it is not harmful, and can indeed be beneficial when you consider the damage that lack of sleep can do to a baby’s overall health and well-being. We have an article with further information about our philosophy on cry-it-out here: https://www.babysleepsite.com/sleep-training/cry-it-out-age/
The idea behind extinction (or full extinction to differentiate it from graduated extinction) is that you want to extinguish the behaviour (crying) by not responding to it. As with the check-and-console method, go through your bedtime routine, put them in their crib awake, say good night and walk out. This is certainly the most controversial sleep-training method, and even experts disagree on what you should do next—it all depends on what stage your baby is at developmentally, as well as what works for the parents.
The biggest reason why the solutions that work for one parent don’t work for another is simple. They’re not dealing with the same baby. Some babies are heavily reliant on sleep props. Others can’t sleep in a room that’s too warm. Some may not be getting enough daytime sleep, and others might be overtired. This baby might have developed an association between feeding and falling asleep, whereas that one might be ready to drop their second daytime nap. And, of course, it could be any combination of all of the above, or the many other sleep challenges that babies might experience.

The most well known cry it out technique is the one developed by pediatrician Richard Ferber, director of the Center for Pediatric Sleep Disorders at Children's Hospital Boston. Ferber says that in order to fall asleep on their own and sleep through the night, babies have to learn to soothe themselves. Ferber believes that teaching a baby to soothe himself may involve leaving him alone to cry for prescribed periods of time.
There are many different sleep training methods to choose from, but the most common methods are one of or a variation of one the five we've explained below. You might find that one of these methods sounds like it would be a perfect match for you, OR you might find aspects from each plan that you like. Just like Melissa said, don't feel like you need to stick to a certain method 100%. Make the plan work for you! 
Camping out involves gradually withdrawing your presence from your child’s room over the course of a week or two. This method is a good fit for parents who are not comfortable with prolonged crying, although it is important to recognize that, for some children, there is no such thing as a “no-cry” solution. The downside is that camping out takes longer than C.I.O.
• Having trouble? A consultant can help. Sleep consultants and coaches familiar with different sleep-training methods can answer questions, troubleshoot problems and help you find a method that works with your family. But before you enlist the aid of a sleep coach (whose services can range from a phone consultation to an overnight analysis at your house), look into their qualifications. There’s no national governing body for sleep coaching, but there are various programs that provide certification. For example, the Family Sleep Institute is a national training program; Gentle Sleep Coaches, led by Kim West, is another. Before you commit, find out about the coach’s training and credentials, and ask for referrals and experiences from past clients.
Create a comfortable sleep environment that's tailored to your child. Some babies need more quiet and darkness than others. Recordings of soft music or nature sounds or the sound of a gurgling aquarium can be soothing. Make sure the sheets are cozy (warm them with a hot water bottle or a microwavable heating pad, for example, before laying your baby down) and that sleepwear doesn't chafe or bind. Younger babies may sleep better when swaddled. Don't overdress your child or overheat the room.

The idea behind extinction (or full extinction to differentiate it from graduated extinction) is that you want to extinguish the behaviour (crying) by not responding to it. As with the check-and-console method, go through your bedtime routine, put them in their crib awake, say good night and walk out. This is certainly the most controversial sleep-training method, and even experts disagree on what you should do next—it all depends on what stage your baby is at developmentally, as well as what works for the parents.
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