The purpose of this dissertation is to investigate the relationships between student persistence and students' attributes or perceptions of instructional pedagogies, as well as to examine whether the identified relationships are moderated by three different instructional settings. Improving student persistence in science, technology, engineer, and mathematics (STEM) fields has been focused on by many researchers in mathematics education. A consistent STEM student enrollment in colleges/universities coupled with a high drop-out rate has been a striking issue. Many studies have been dedicated to investigating the factors that have play a role in this problem. Researchers have found that there are significant relationships among student persistence, students' attitudes and beliefs toward mathematics, and perceptions of pedagogies. However, the role course structures played in these relationships has not been focused on by many studies. In this dissertation, I replicated a national study titled Characteristics of Successful Programs in College Calculus (CSPCC) in three different Calculus I course settings to study the role of course structures in changes in students' attitudes and beliefs toward mathematics and in the relationships among persistence, attitudes and beliefs, and perceptions of pedagogies. To examine the effect of three different course settings on student attributes toward mathematics including attitudes, beliefs, enjoyment, confidence, and desire for more mathematics, I surveyed 1051 first semester calculus students by utilizing a well-developed survey from the CSPCC study. Analysis of survey data with respect to student attributes revealed the learning experience in different course settings affected student attributes differently. In paper 1, I explored some significant differences and similarities in Calculus I student attributes among three different course settings, and I showed that these differences and similarities were affected by course settings, instead of student academic backgrounds. In this dissertation I also examined a moderation effect of course settings on the relationships between student STEM persistence and student attributes or perceptions of pedagogies. In paper 2, I confirmed the relationships found in literature; but I also found the course structures moderated these relationships. The student confidence and the progressive teaching in one of three course settings moderated the relationship significantly. In paper 3, I specifically focused on Calculus I students' major and career exploration by doing a case study in order to provide some focused insights to understand some parts of the STEM drop-out issue. I explored Calculus I student's characteristics of major and career decision making strategies, as well as their reasons for changing their planned major and career.