We report on a project currently in progress that aims to identify through research the range of factors (individual, school and out-of-school, including home) and their interactions that influence post-16 (i.e. post-compulsory) participation in mathematics and physics in the UK and to assess their relative importance among different student populations. In this project, we are beginning to elucidate the views of students and examine the sources of these views by exploring the contexts in which both school and university students experience barriers or opportunities and form their identities with regard to participation in mathematics and physics. Our focus in this paper is on our methodology, the reasons for it and how and why our approach to data collection developed during the project. We situate our work within a mixed-methods approach, using multilevel modelling and discourse analysis to analyse and interpret our findings that derive from our own questionnaires, interviews and ethnography and from existing large-scale datasets. We argue that greater acknowledgement in the education literatures that investigate student participation in mathematics and science needs to be made than is usual of the range of factors, including unconscious forces that may affect participation.