Is it necessary for a PhD student to obtain their supervisor's approval before gathering data through interviews?
How can you handle a supervisor who takes a longer time to respond to a student email?
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Gathering data through interviews will need ethics approval.
Consult your university's guidelines on how to obtain that. I would expect that typically you will need your supervisor to sign off on your application for ethics approval. Of course, it is also possible that your data collection is part of a project where your supervisor has already obtained the necessary approvals for, but in that case you will still need their confirmation of this fact and agreement that you can indeed collect data for their project in accordance to whatever application they made.