Transferring from MS to PhD Program
In departments I've been involved with, you need a masters in order to apply for a PhD. You'd need to complete your masters first, or find an equivalent. Thus, you cannot really transfer from Masters to PhD, as they are not on the same level.

On the other hand, in countries like the UK and Australia,  an  undergraduate honours degree that is enough to gain entry into a PhD program, at least, in those countries.