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I have a personal rule. If what follows "instead' is a complete sentence, I include a comma. If it's an incomplete sentence, I don't. I decided this after checking out real examples:

Instead, he sleeps beneath a blanket on a mattress with a built-in pillow shape. Source.

Instead approach the hiring manager as if you were a consultant or collaborator.

(Source of the examples.)

Is this a sound rule? A grammatical one?

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Yes,it should come after comma. Instead,I kissed her. It may come before instead. Sade beg him, instead of abusing her.

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Yes, you should use a comma after "Instead" at the start of a sentence if what comes next is a full sentence.

Don't try to open the safe without unlocking it. Instead, enter the code into the front panel and then turn the handle.

The same structure applies to using other words:

However, if the safe door is already open then disregard the previous instruction.

Nevertheless, leaving a safe door open is generally regarded as a bad idea.

You might choose to use a semicolon instead of starting a new sentence:

Don't try to open the safe without unlocking it; instead, enter the code into the front panel and then turn the handle.

Of course, if what comes next is not a full sentence then you do not need a comma:

Don't try to open the safe without unlocking it. Instead of immediately turning the handle, enter the code first.

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