i don't know to do what 这句话到底错在哪里?

我知道正确的说法是 i don't know what to do
但 i don't know to do what 这个我觉得也对呀,to do what这个不定式作宾语,不可以吗?
这个句子类似于 i don't want to go to school
to go to school就是不定式作want的宾语
为什么 to do what作know的宾语就不对呢
求语法好的详细解答