The present study examined whether ineffective discipline, single parent status, social support, parent involvement, and parent depression predicted changes in preschoolers' (N = 129) behavior problems. This study also evaluated whether child sex and ethnicity moderated the relationships between these variables and changes in problem behavior. Parents completed questionnaires at the beginning of the study, and parent, teacher, and observational ratings of children's behavior problems were collected twice during the school year. Parents' own social support predicted improvement for boys and parent depression was associated with worsening symptoms for girls. Single parenthood and parent involvement predicted changes in behavior problems for the sample as a whole. Several significant ethnic differences emerged, highlighting the importance of considering cultural context in studies of parenting and child externalizing behavior.