S.B.
Hi,
I had a similar thing happen with my then 3 yrd old son and my newborn daughter...Whenever he started to scream we would ask him to go to the bottom of the stairs and do it, we were in a Tri Level so there was nothing at the bottom of the stairs, after a couple of times he stopped doing it! It was too much effort to go down the stairs and just scream at nothing! They just want to express themselves but soon stop when they realise you are "ok" with it!!
Good Luck!
S., Rockton, IL