We only feel bad when our hands are numb.
We only feel badly when our hands are numb.
Which one is correct and why?
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I feel happy/glad/angry/sad - Here the structure is to feel + adjective. Not the way of feeling is angry, that does not make any sense. The underlying concept is: I feel that I am happy/glad/sad. Actually "to feel happy" is nothing but a variant for "to be happy".
There are groups of verbs which are connected with adjectives, and not adverbs.
1 to be
2 to become, to get, to turn, to grow
3 to remain, to stay, to keep
4 to seem, to appear
Some verbs of perception:
to look, to smell, to taste, to sound, to feel
In all these cases the adjective is a complement to the subject. These structures don't describe the manner how the verb action is performed. There are a lot more verbs of the type vb + adj, but I don't want to write a grammar here. Actually these structures verb + adjective are variants of to be + adj.
Some adverbs and adjectives have the same form but are used differently. It is the usage that will determine whether the word is an adverb or an adjective.
A B He is **much** better today. There is **much** work to do. I come here **daily**. 'The Pioneer' is a **daily** newspaper. Don't speak so **loud**. He spoke in a **loud** voice.'
This is exactly what I found in 'A Comprehensive Grammar for Current English' by Biswas and Myall.
The first option is correct. "Bad" may look like an adjective but it is actually used as an adverb in the sentence. You do not need to change its form (by adding "-ly") to make it look like an adverb.
Like other adverbs, "bad" qualifies the verb "feel" in this particular context.
Note that the part of speech of a particular word is dependent upon its usage in the sentence.