When is the right time to quit, if at all (2-year Master's)? I am five weeks into a two-year MS program in statistics at a public university in the US. To be honest, I do not think my graduate program was the right choice for me. I am struggling a lot with the work. I do not find my instructors helpful in class or in office hours; what is taught in class is difficult to relate to the homework and is often a different focus than what's in our textbook.
Although I want to do more data science/research analysis work as a career, I picked a program that included both applied and theoretical courses because I thought the theory was good to know. But now the theoretical side feels like a burden. I still like stats, and I'm not sure if my unhappiness is my particular graduate program or being in grad school at all.
The question is, how soon is &quot;too soon&quot; to know to quit, and is there any way to tell if I would be happy or not in another, more applied program? I have spoken with my parents (who are funding my graduate education) and we are all agreed that I should at least finish out this semester. Do I quit then and look for jobs? Do I wait until the end of next semester and see if different professors make a difference, and if not, go to a different program or get a job? Or is it silly to do half of it and not finish the MS?
I think that it really depends on how much you're struggling. Are you failing your problem sets? Are you merely unhappy with the courses?

I expect that there will be huge variations with the answers, but personally I would advise you to finish out your MS. The reason being that there actually is a huge difference in terms of your career (salary, promotions etc) when you have an advanced degree, so usually an MS is a worthy investment (as an aside, there are studies that suggest that having a PhD does not offer a lot of extra advantages compared to an MS, so if you are already unsure of your MS, I could advise against a PhD).

Another reason is that it would not look too good to your employers to show that you dropped out after just a semester in your program. Perseverance is a very strong quality that is appreciated by many people.

Furthermore, your experience depends largely on your professors. I would talk to other students to see if there are particularly popular professors who teach courses that you are interested in, and try to take those classes next semester (and while you are talking to your fellow grad students, you might as well ask them about your current feelings and ask if this is common).

That being said, I suggest that you talk to your program director, because maybe your program is notoriously hard, and there are many students feeling this way. You may walk out of that meeting feeling reassured, or maybe that meeting will give you a very strong and concrete reason to drop out of your MS. Or maybe the program director could suggest an alternative MS program that can still credit this semester towards the degree (for example, it sounds like an MS in computer science might have been a better fit than an MS in statistics, but I can easily imagine an MS in computer science requiring some statistics courses).