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Scholars find an immigrant advantage in education-related outcomes later in the schooling pipeline. However, an immigrant advantage prior to and at school entry remains unclear. In this study, we examine whether there is an immigrant advantage in cognitive skills prior to and at school entry. Recent scholarship suggests immigrant selectivity – the social background, especially premigration social class, of migrants relative to their nonmigrant counterparts – partly explains immigrant-native differences, including an advantage, whenever it emergers. In this study, we test whether immigrant selectivity explains immigrant-native differences prior to and at school entry. We advance the immigrant selectivity literature by exploring specific mechanisms through which selectivity exerts its influence, particularly the role of family dynamics. To examine our research questions, we use data from the Early Childhood Longitudinal Study-Birth Cohort and quantitative analyses. We find no widespread immigrant advantage prior to or at school entry but do find some immigrant-native differences that vary as children move from infancy, toddlerhood, through to early childhood, including an Asian advantage and Latino disadvantage at preschool and kindergarten age relative to their 3rd+generation White counterparts. Immigrant selectivity is associated with cognitive skills, except at infancy, and is oftentimes implicated in immigrant-native differences, whenever they emerge. Finally, we find that immigrant selectivity exerts some of its influence through family dynamics, though the exact mechanisms vary according to the child’s developmental stages.