Yes, but you have to apply to the other institution you want to attend though, you cant just "transfer." However, I'm not sure why you would want to do this unless you found the program ABSOLUTELY unbearable, your adviser leaves unexpectly, or for emergency personal/family reasons. Funded Ph.D programs are putting alot of money and resources into their students, if you do not matriculate in that program, they have essentially wasted time and money supporting you. Faculty would likely not respond well to this and it would be difficult to get letters of rec to apply to another program unless it was an extreme extenuating circumstance like I mentioned above.