I had a discussion with a good friend of mine about why grad school is depressing. I thought I would summarize some of our thoughts.
Graduate school is very isolating. You are often the only one thinking about your project (and occasionally your advisor). The other grad students are stressed out and worried about their own problems, so they are sometimes not very friendly. You are working on a very narrow topic so no one outside your department has any idea what you're talking about. Sometimes even the fellow grad students in your department aren't interested in your research. I still remember running into some grad students and saying, "Hey, today's colloquium is on your research. Are you going?" They just gave me a blank look and said, "No."
Another aspect to your isolation is that your main interaction is with computers, books, and equipment -- not people. Also, the academy tends to have a monkish culture. Even when there are those rare opportunities for casual socializing, professors and students don't really jump on them. I've been organizing a happy hour for my department and I can see the interest dwindling after doing it for a year.
Of course, I haven't even mentioned the stress of qualifying exams, classes, and not knowing what you're doing. I'm also assuming that you're paid reasonably well. I can't even imagine what it's like to be a humanities grad student in New York City. How do those people even pay the rent??
Then there is the problem of always feeling like a failure. After you finish exams and classes, there is no one to tell you "Good job!" You don't get the good feeling of turning in a problem set every week or mastering a class. Progress in grad school is very slow, on the time scale of years, and there is very little feedback. You spend a lot of time trying to learn about your field which is impossible because there are at least a hundred years of research ahead of you. You have no idea what is important. Research is very slow; you can spend weeks on a problem and not get anywhere. You might even find that the problem isn't worth doing at that point. When something works, you quickly solve the problem and move on, so the feeling of success is fleeting.
There are no obvious short-term goals. It's not like medical school where you pass a bunch of classes and tests and then boom you're a doctor. In grad school, all you know is that you're supposed to be keeping your eye on that nebulous, faraway fruit: the PhD diploma.
All of this adds up to a feeling of depression even if you're at a great school, not starving, and have a fantastic advisor.
If you'd like a more light-hearted perspective of suffering in grad school, take a look at the PhD Comics.
I don't want to end this post on a depressing note. I think there are solutions and I hope to come up with some in future posts. The best thing is that grad school is temporary. You will graduate someday. There is (hopefully) a payoff at the end of all this hard work. Just like a minor leaguer working his way to the major leagues, just like the music conservatory student training to become a solo performer -- we have to pay our dues.
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