Social psychological research on gendered persistence in science, technology, engineering, and mathematics (STEM) professions is dominated by two explanations: women leave because they perceive their family plans to be at odds with demands of STEM careers, and women leave due to low self-assessment of their skills in STEM's intellectual tasks, net of their performance. This study uses original panel data to examine behavioral and intentional persistence among students who enter an engineering major in college. Surprisingly, family plans do not contribute to women's attrition during college but are negatively associated with men's intentions to pursue an engineering career. Additionally, math self-assessment does not predict behavioral or intentional persistence once students enroll in a STEM major. This study introduces "professional role confidence"--individuals' confidence in their ability to successfully fulfill the roles, competencies, and identity features of a profession--and argues that women's lack of this confidence, compared to men, reduces their likelihood of remaining in engineering majors and careers. We find that professional role confidence predicts behavioral and intentional persistence, and that women's relative lack of this confidence contributes to their attrition. (Contains 21 notes, 5 tables, and 2 figures.)