The performance of a group of grade 9 mathematics students trained to use a self-explanation procedure during study was compared with that of students who used their typical study procedures. The processing activities used by the students during the study session and those used in a subsequent problem-solving test were observed. The focus of analysis was on the knowledge access, knowledge generation, management, and elaboration activities used by students. The self-explanation group showed more frequent use of each type of activity and also obtained higher scores on the problem-solving test. The difference in posttest performance of the groups was greatest on a set of far transfer items. Of particular note was the carryover effect of self-explanation training on students' processing in a subsequent problem-solving session. The relationships among the processing activities, students' beliefs, prior knowledge, and posttest performance were examined using a partial least squares path analysis procedure. Use of the self-explanation method had an indirect effect on performance, this effect being mediated by associated knowledge access and knowledge generation activity. There was no direct effect of method on performance. The strongest predictor of performance was the level of knowledge generation activity. The students' prior knowledge measure had weak direct and indirect effects on performance. Appendixes include: code labels and descriptions of three major categories of events: an illustration of direct and indirect paths in written solutions of two students; and descriptions of manifest and latent variables used in path analysis. (Contains 31 references, 4 tables, and 2 figures.) (Author)