Based on a large longitudinal sample (N?=?9031) of Luxembourgish secondary school students, this study examined whether variables reflecting the sociodemographic background of the students (gender, nationality and socioeconomic status) as well as the school track proved to be predictors of grade retention. These possible predictors of grade retention were tested against the effect of students' achievements, represented by their grade point average (GPA). By using Cox regression analysis, we could show that even when the effects of sociodemographic variables were qualified by students' achievement, male students, immigrant students, students from schools of lower socioeconomic status (SES) districts and students attending the lower track were shown to have a higher risk of experiencing grade retention in comparison to female students, native students, students from schools of higher SES districts or students attending the higher track. The results obtained are discussed with regard to theories of judgment formation drawn from social psychology.