I am applying for a PhD position for last few months but all the Professors say they need a masters whereas I have quite good lab experiences than a masters student even. I am very much depressed nowadays. What should I do now? If the professors do not trust the skills written in the CV, they can give a conditional offer; but they don't.
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There are universities and research centers in Europe who accepts students without a masters degree, but they would require to take full credits of masters and to complete modules, before or while the research is being conducted. Therefore you might want to get in touch of those universities.
Here are a few which I know of:
Most of the time you need to show that you have enough skills with your previous experiences, publications, the letter of application/statement of purpose. An interview may follow where you will be asked about your work and the domain of work in which you have applied.
In most European countries following the Bologna process, a master's degree is a "hard" prerequisite for being accepted into a PhD program. There is no easy way around this, in large part because the PhD typically encompasses only the research phase of a standard US PhD program. By skipping or omitting the master's degree, one would have a "weaker" degree than someone who completed the master's.
Your best bet would be to find a PhD program which offers a master's program as "preadmission" to the PhD program. Not all doctoral programs offer such master's degrees, but many programs designed to attract international students will.
In the UK it is often not a requirement, but a desirable qualification.
Academics have discretion to offer PhD's to whatever candidates they wish, subject to them meeting the funding agencies criteria (which for science, at least, is usually a minimum of a 2:1 undergraduate BSc degree).
In practice, many professors are obviously unwilling to offer PhD's to students who aren't completing a masters since there are so many possible candidates that theres simply no reason to take sub-standard students, however I know of many cases where students on masters programmes have been offered PhD's then never completed the masters and went straight on to a PhD.
I know of some faculties in Germany that (formally) accept students without a master's degree, but I have never personally witnessed a case where a student with only a bachelor's degree was accepted as a PhD student. I can only speak for Germany, but it's best to read the Promotionsordnung (PhD regulations) of the faculties and look for the admission section. For my faculty it read something like: General prerequisite is a master's degree, but in special ocassions and if the student proves eligibility he can be accepted to the PhD program, but has to do extra coursework.
In my experience it is quite common in Australia for students wanting to undertake a PhD to be enrolled in a Master's degree with the understanding that after a year they will undergo a conversion to a PhD. The Master's degree is never completed and in the cases I know of there was always a clear understanding between the student and the supervisor that this was the expected path, i.e. the intent of both parties is that the student will complete a PhD, and the initial enrolment as a Master's degree student is a formality unless something goes badly wrong in the first year.