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Several students of mine use the expression: I wrote him + Inf. Verb e.g I wrote him to ask...or, I wrote him to say.

To me this sounds wrong: I would say I wrote to him asking or I wrote to him to say. However, several North American friends tell me that the former is perfectly acceptable.

Could you clarify if I am right, or not, and why?
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The omission of the preposition 'to' is optional here. Other prepositions offer similar options in certain circumstances:

I wrote to him to ask / I wrote him to ask
(But note that you cannot use '(X) I wrote to him a letter'.)

Are you at home now? / Are you home now?

They arrived on Sunday / They arrived Sunday

I helped to arrange the wedding / I helped arrange the wedding ('To' here is not a preposition, however; it is the infinitive particle.)
The first "to" (preposition) is optional, and best omitted before an infinitive, in my opinion.

Think of "I called him to tell him I'd be late." In referring to the phone, we never say "called to him."
(Well, "I called to him from the back yard" works. (no phone))

I expect "I wrote to him" persists because of it's long history.
But we don't need a second "to" in order to drop the first.
"I wrote him yesterday."
"I wrote him about the party."
"I wrote to him about the party" would be formal.
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Hi guys,

I think of 'I wrote him . . . ' as a feature of American English.

Clive
I think of 'I wrote him . . . ' as a feature of American English.

Thanks, Clive.
Would you say that native speakers of CnE and BrE typically do not use the form even casually?

Best regards, - A.

"CnE" is a guess, of course. Emotion: smile
Hi,

Yes, I would, although it's just my opinion.

Clive
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As someone who spent 20 years in Canada, I found it common enough there.

I think you are correct. Stated alone "I wrote him" implies that the speaker wrote the word him. "I wrote to him" implies that the speaker sent a message to someone. So not including "to" leads to ambiguity if stated alone and thus potentially, ambiguity in any context, representing poor communication/ use of language.

Clive Hi guys,
I think of 'I wrote him . . . ' as a feature of American English.
Clive

Correct. I have only heard that from North American people. In the UK I have only heard of writing to someone.

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