This article reports results of an exploratory study examining factors that might be associated with achievement in mathematics and participation in advanced mathematics courses in Canada, Norway, and the United States of America (USA). These factors, which were not directly related to schooling accounted for large degrees of variability, 24% to 39%, in mathematics achievement scores. Confidence in mathematics was the strongest predictor of achievement for students from Canada and Norway, whereas for the students from the USA, parents' highest education level was the highest predictor of achievement. Student home environment related variables were stronger predictors of achievement for females than for males in all three countries. The participation in advanced mathematics courses could be predicted with 72% to 76% accuracy by the same variables. In all of the three countries, the strongest predictors of participation in advanced mathematics courses were students' attitudes toward mathematics. Parents' education level, a socioeconomic related variable, was one of the strongest predictors of participation for Canadian female students and all students from the USA.