One of the biggest challenges students face in any undergraduate methods course is a lack of confidence in their mathematical abilities, leading to a struggle for both retention of information and for continued involvement in research-based courses. In my article, I present a new approach to improving self-efficacy in undergraduate methods students and show that self-reported measures of learning improved as well as the completion of senior theses and directed research opportunities increased in the subsequent semester over previous years. Specifically, instead of teaching the course through academic articles and lessons from a textbook, I used a paper from the same course written by a former student as an exemplar of how to write a research paper. The peer-modeling approach improved student evaluations of the course immediately following the semester, increased the number of students involved in independent research subsequent to the course, and showed a high self-reported level of retention and use of research methods over a year after the course was completed.