ask for help about J-1 change

I'm j-1 visa holder.I want to persue ph.D degree in u.s.
How can I do?Can I change for F-1 visa in U.S ?Do I need
a waiver for F-1 visa?If I go to 3rd country to apply for the visa,do I still need a waiver?or I can change for j-1 student.
thank you very much for replying me.