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Undergraduate research can support students' more central participation in physics. We analyze markers of two coupled shifts in participation: changes in students' views about the nature of science coupled to shifts in self-efficacy toward physics research. Students in the study worked with faculty and graduate student mentors on research projects while also participating in a seminar where they learned about research and reflected on their experiences. In classroom discussions and in clinical interviews, students described gaining more nuanced views about the nature of science, specifically related to who can participate in research and what participation in research looks like. This shift was coupled to gains in self-efficacy toward their ability to contribute to research; they felt like their contributions as novices mattered. We present two case studies of students who experienced coupled shifts in self-efficacy and views about nature-of-science shifts, and a case study of a student for whom we did not see either shift, to illustrate both the existence of the coupling and the different ways it can play out. After making the case that this coupling occurs, we discuss some potential underlying mechanisms. Finally, we use these results to argue for more nuanced interpretations of self-efficacy measurements.