Microsoft likes to tout the cost savings that derive from paying Windows-skilled employees less money.
That's great, if you're an employer, but if you're an engineer who needs to feed her family, the money is in Linux and Mac OS X skills, as highlighted in a recent post on the site of the Free and Open Source Software Learning Centre:
Of course, once you look past the operating-system data, it's clear that open-source skills do, on average, command less of a premium, perhaps because they're in more abundant supply. Because students are more likely to have JBoss or MySQL experience upon graduation than Oracle or WebSphere experience, for example, there is greater supply to appease demand and, hence, reduce salaries, on average.
This is almost certainly the reason that Windows skills command lower salaries, too: Microsoft has done a great job of seeding the education market with free or low-cost versions of its software, making Windows and other Microsoft technologies pervasive and cheap to learn.
Are these lower salaries necessarily bad? Probably not. So long as the demand for such skills remains strong, taking a lower paycheck in return for greater job security is probably worth it.
If you're a student hoping to get a job after graduation, your best bet is likely to aim for the largest and/or most resilient markets.
With, it's a safe bet to invest in open-source software skills. There's safety in numbers.
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