In the Glee episode "Throwdown", Will states that Sue got her PhD from "The University of Hard Knocks".
In the episode, Will and Sue have a disagreement about the way the Glee Club should be run. Will states that Sue got her PhD from "The University of Hard Knocks", implying that she has no real qualifications or education to back up her methods. This leads to a heated argument between the two, in which Will ultimately stands his ground and Sue is forced to accept his decision.