Hello Nancy
According to the IGI
www.familysearch.org Walter Cleghorn was born on 18 Sep 1863 in hamilton Lanark
Born to John Cleghorn and Margaret Gray - 1840 to 1880 search - from IGI
John Cleghorn b. 02 Jul 1856 Stevenson Ayr
Robert Cleghorn b. 13 Oct 1857, Abbey (Paisley) Renfrew
Robert Cleghorn b. 16 jan 1859, Abbey (Paisley) Renfrew ? 1st R died?
James Cleghorn b. 05 Dec 1860, Hamilton Lanark
Walter Cleghorn b. 18 Sep 1863, Hamilton Lanark
Hopefully someone with access to census records will be able to clarify if they are all of same family.
Shall send you a short pm about researching in Scotland.
Good luck. Regards, Steve
Update: 14.37 - after Ruskies post which seems to confirm this family - back to the IGI searched 1850 to 60 only 5 Janet Cleghorns - none her. Maybe she is on Scotlands people though?) - or like a large % not registered - if her birth was 1854).