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I got accepted into several fully-funded MS programs in Statistics. In all of those programs, students get to choose between thesis and non-thesis track. Non-thesis tracks vary from program to program, but often consist of some extra coursework + a writing project, or a lot of extra coursework + an oral exam. Students also need to pass a qualifying exam after their first year regardless of the track they choose.

So my question is: thesis or non-thesis, what are the pros and cons? My goal is to get into a good PhD program after (MS + 1~2 years working in industry). Thank you!

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When do you get to work on the thesis?  If you want to get into a good PhD program, you want to think about two things in your MS

1) Get straight As

2) Form strong relationships with  professors at a well-regarded  department. A thesis might help you do this if you work on it the first year, but if you only work on it 4th semester after PhD applications are in, or it's a solo project without a professor, it's no help at all. 

Do any of the programs offer research assistantships? Take those.  Do whatever you can to form strong relationships and show research potential before applying to PhDs. The thesis may help you do that or it may not depending on the specific details.

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4 hours ago, bayessays said:

When do you get to work on the thesis?  If you want to get into a good PhD program, you want to think about two things in your MS

1) Get straight As

2) Form strong relationships with  professors at a well-regarded  department. A thesis might help you do this if you work on it the first year, but if you only work on it 4th semester after PhD applications are in, or it's a solo project without a professor, it's no help at all. 

Do any of the programs offer research assistantships? Take those.  Do whatever you can to form strong relationships and show research potential before applying to PhDs. The thesis may help you do that or it may not depending on the specific details.

The thesis generally starts 3rd semester, so that's only 3 months before PhD application deadlines. This is exactly why I've been debating whether to go the non-thesis route. Thanks for your advice! Once I start the program I will make sure to actively pursue RA opportunities.

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