I'd like to ask about three sentences:

1. What are you doing your PhD in? (I want to know what subject he/she is interested in and wants to get her PhD writing about it)

2. I wanted to pursure/do my PhD at university. (is "pursue" or "do" better?)

3. I was writing my M.A. about American literature. (what are other ways to say the same?)

1. Sounds perfectly conversational to my American ears.

2. This makes more sense if you say WHICH university. If you just say "at university" it's like saying "I want to go to the beach at the shore."

3. I was writing my M.A. thesis/dissertation on American literature. You don't "write" a degree. You have classes and at the culmination, you write your thesis/disseration. (Don't ask what the difference is - there are huge threads dedicated to that already.)
1. 'Doing' is fine. We also say 'getting'.
2. 'Pursue' is just a little fancier that 'do' or 'get'.
3. We usually write a 'thesis' rather than an M.A.
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