The Rutgers Astrophysics Institute is a program in which gifted high school students learn about contemporary science and its methods, and conduct independent authentic research using real-time data. The students use the processes of science to acquire knowledge, and serve as cognitive apprentices to an expert astrophysicist. A variety of naturalistic and statistical methods were employed to gather data concerning various changes in the students as a result of their participation in the institute. Specifically, we concluded that students were able to (a) distinguish between observational data and models, devise testing experiments, and reflect on the analysis and the interpretation of X-ray data; (b) achieve results comparable to those of regular Advanced Placement (AP) students on individual AP exam problems (the students had not taken AP Physics), (c) engage in elements of meaningful authentic research, and (d) change their approaches toward learning science. (Contains 5 tables and 8 figures.)