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I always thought PhD as being the main post grad research path if you wanted to get funded and that Msc was the way to get yourself ready for a PhD. I recently became aware that not all master courses are taught and some are research based, so I am wondering whether it's normal to do a research Msc (as opposed to a taught one) and if so, are there any advantages to this over just going for a PhD?

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I think the notion of research MSc might differ from one country to another, in particular between US (where an MSc is not mandatory to get a PhD) and Europe (where often a MSc is required to enrol for a PhD), so it would be good if you could be more specific in your question about the country/system you're referring to. – Charles Morisset♦ Sep 30 '12 at 14:38

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Advantages of doing a research-based Masters (e.g an MRes) before the PhD:

  • learn research skills
  • explore your subject
  • refine your research question
  • get a big chunk of your literature review done in a structured setting
  • work out if taking a PhD is really for you - whether you've got the aptitude and the interest
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