It's really not where a rat comes from, it's how you socialize her. I worked up immersion with Fuzzy Rat in the video below and she came right out of a snake food bin.

https://vid.me/BzNQ

The time a rat spends in a cage is pretty much wasted, all that matters is how much time she spends with you out of the cage... Start in a small space and play with her... let her explore and coax her back to you... teach her, her name and to come when called.

Any rat is going to explore given a chance... Fuzzy Rat took off into the brush or woods for up to an hour at a time, but then she came back on her own. Yes, the people at the park used to kid us about having lost our rat "again"... but she was really never lost, she knew exactly where she was.

I currently have 4 pups free ranging the hallway and two adults apparently rooting through the kitchen trash from the sounds of things... it's what rats do. A well trained rat doesn't stop exploring.... it just comes back to you when you call it. Rats become pretty much as competent as dogs around the house.

Best luck.

 

My advice to you is "Don't inadvertently teach your rat that it will be rewarded for bad behavior." At this point your rat, who doesn't know better has learned that by escaping your hands, you will put her back in the cage which is where she thinks she wants to be. Now, you and I know that being outside the cage playing with you would be a lot more fun, you just have to teach her this. I found immersion to work better and more quickly than some other methods. You first have to learn to hold onto her and not let her escape your hands. Take her to an enclosed space where you have better control over the situation. A bathroom often works well. Sit with her. Having a blanket on your lap she can hide under may help. Have some treats handy. Pet her and try to play with her. Let her come to understand that you are not as scary as she presently thinks. Rats do love to explore, but you don't want her loose in a space you don't control until you and she can trust one another in a smaller, controllable space.

 

You also want to get her as far away from the cage as possible. In a horse, this is called being "barn-sour." Well, same thing applies to the cage.

I'm lazy, so here's the background as to why your prey animal doesn't want to leave her cage, as well as why Immersion ultimately works:

Why is Your Horse Barn Sour?

Barn sour, or "herd bound," behavior is the result of anxiety produced by separation from: a group of horses (the herd); a particular equine buddy; or a physical location that represents security (the barn, or pasture, which represents the herd's focal point--food, water and social interaction). The basis for this equine problem is one that many humans suffer from, too: insecurity. Your barn-sour horse becomes insecure when you ask him to leave the safety of his herd. As a prey animal, a horse's only real defense is his ability to flee the threat of attack. Safety lies in numbers; not only does a herdful of hooves act as a deterrent to predators, individual herd members also alternate grazing time with "sentry" time, during which watchful eyes, ears and noses are tuned in to the threat of natural predators. The detection of such a threat sends a wave of alarm through the herd, giving the horses a chance to focus on the challenge, and to decide whether or not to flee. To become separated from the herd leaves a horse vulnerable to attack and thus can mean a death sentence. This instinct hasn't dulled, despite hundreds of years of domestication. With your barn-sour horse, the insecurity caused by this instinct is exacerbated by the fact that he hasn't reached the level in his training at which it can easily be overcome. The result? You must teach your horse to be responsive to your cues. Once he's relaxed, with his focus on you, he'll gain the confidence to leave his herd behind, as he'll look upon you as the competent leader of his herd of two.

Substitute "rat" for "horse" and "cage" for "barn."

 

Pet store rats are often skittish, aggressive, or sick (although not always the case, it is just a trend)- you are right when you said it was a mistake. Rat from GREAT breeders are a breeze. My rats came from the same breeder and all let my pick them up without any problem from day 1. My last two boys actually gave me kisses within a minute of me holding them for the first time. Socializing a rat is important but rarely done in pet stores. That being said skittishness and aggressiveness are mostly genetically based, and even with socialization there are cases where it just never goes away completely. Good breeders choose what rats to breed by selecting rats with the best temperament within their line which makes all the difference in the world. I'm actually required to report any health or behavioral issues to my breeder, so she can continue to better her line. Now back to your new rats. It will be difficult but not impossible. You can do some trust training with yummy baby foods on a spoon, try the immersion method, or forced socialization method. Good luck. Keep us updated on your progress.