The Allertons lived on Prairie Avenue in Chicago, which was the most fashionable residential street in that city in the late 1800s. The Allertons were neighbors of Marshall Field, the Pullmans, Kimballs, and Armours. Robert attended Allen Academy and Harvard School in Chicago, after which he and friend Frederic Clay Bartlett (1873−1953), were sent east to St. Paul's School, a prestigious college prep school in Concord, New Hampshire. The young Chicagoans decided not to go on to college, but rather to study art in Europe.