The value of a degree depends not just on its name, but also on the educational institution and your grades. But if you really want to be a private investigator you need to research the firms doing the type of work you desire and see what sort of qualifications they expect. Some investigative firms are heavy with Ph.D.'s and researchers, some are full of lawyers, some are full of former police officers.... You need to do your homework - the figurative type - before you enroll in a program that will take your money and a couple of years of your life but may not get you any closer to where you want to be.

