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I use the following sentence construction a lot.

I'm not sure if this is right.

I was not aware of any problem until recently I noticed that quite a few of my colleagues used it a little differently. It went like:

I'm not sure this is right.

Now I'm confused. On the one hand, they are native speakers and might be correct on the usage. On the other hand, my education background convinces me that mine is correct too.

Which one should I use?

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You don't really need any conjunction at all, but you can use any of if, that, whether, etc. Just a matter of style. –  FumbleFingers Oct 26 '11 at 14:27
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This isn't a question of right vs. wrong. Rather, you are describing style differences. The sentence "I'm not sure this is right" is elliptical, meaning it leaves out words that have a grammatical function in the sentence but are implied.

The word "that" is often omitted.

In regards to your use of "if." This word is informally used to indicate options. The more formal word to use here is "whether," as in "I'm not sure whether this is right." However, that sentence, too, is elliptical. The full sentence, with the implied words in place, is "I'm not sure whether or not this is right."

Leaving out the implied words is not incorrect. As I said, it's a style choice. If a sentence is clear without the implied words, and if the sentence has an appropriate level of formality according to the purpose and audience, leaving out the implied words is generally acceptable.

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Great answer! I like it! –  Terry Li Oct 26 '11 at 20:27
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Many native speakers omit certain words when they speak, especially when it doesn't affect the meaning (or the grammar) of the utterance. Your example is one of those cases. So, to answer your question, both usages are correct; the second one is more informal.

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I don't think there's any reason to suppose omitting the conjunction is informal. If I'd added "that" after "think" and/or "suppose" there, it would just be more verbose, not more formal. –  FumbleFingers Oct 26 '11 at 15:39
    
...that's to say, using any conjunction at all in these structures is neither semantically nor grammatically necessary. So it's not strictly correct to even speak of "omitting" it - you're just not adding it. –  FumbleFingers Oct 26 '11 at 15:42
    
@FumbleFingers Really?? We are often encouraged to use "that" as appropriate in our papers or essays. Did you mean we should stop doing that? –  Terry Li Oct 26 '11 at 15:45
    
I'm sorry, I don't understand where you'd add 'suppose' to the sentence. What form would the sentence have then? As for the informal status, you could be right. But in cases like "Will get back to you", doesn't the omission of the subject make the sentence more informal? –  Irene Oct 26 '11 at 15:49
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@TerryLiYifeng: There are enough people who think it's informal that you basically have to put some connector ('that', 'if', 'whether') in formal writing to avoid the risk that someone will consider your writing informal and therefore think less of you or your writing. –  David Schwartz Oct 26 '11 at 21:49
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