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The investigator proceeded at the crime scene?

Is this correct? Can I use the word went instead?

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This doesn't sound right. Do you mean proceeded to(wards) the crime scene? – Cerberus Feb 13 '14 at 1:41
You can't proceed at something. It would be proceeded to, which sounds strange in this case. I think Cerberus is right, that it would be towards. – Alex W Feb 13 '14 at 2:31
@Alex: I disagree. There nothing wrong with proceeded to the scene, and I don't see any reason why the fact of it being a crime scene should make any difference. Google Books says that's 464,000 results, against only 1680 for BrE towards and 552 for AmE toward. OP's only problem is it should be to, not at. Cerberus just means toward/s is a credible possibility, not a favoured alternative over to. – FumbleFingers Feb 13 '14 at 2:44
@FumbleFingers I never said there was anything grammatically wrong with it. I just don't think it's as clear as towards. Especially, because towards conveys direction and proceeded to makes me do a double-take (wondering if I missed a verb). – Alex W Feb 13 '14 at 3:21
@Alex W: And I never said there's anything "wrong" with toward/s - just pointing out that to is favoured in Google Books by a factor of over 200:1. So you should have said "Cerberus is right, that it would be to" - or repeat his (careful) bracketing of the "possible" extra letters. – FumbleFingers Feb 13 '14 at 3:26

Your sentence is incorrect. @Alex is correct that at is not a preposition which is usually paired with proceed.

While at does indicate a place (or a time), it tends to be a stationary place: at one's address, one's house, one's favorite restaurant, at high altitudes. One looks at a photo, sits at a table, relaxes at the movies, is puzzled at the crime scene.

To/toward(s) express motion, as does proceed. One goes to a home, one turns towards a sound, or to can be used for expressing contact (she applied lacquer to her nails).

to implying motion can also be expressed as towards: (O.E. toweard "in the direction of") toward a point, person, place, or thing, implied or understood.

The third German machine gun fired on Pfc. Dutko... wounding him a second time as he proceeded toward the enemy weapon...

Having said all that, you can substitute went and be correct.

In the dark, and in a bitterly cold drizzle, which made the handling of metal objects more hazardous, he proceeded to remove the bombs, dismantling each in turn.

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