首先看一下《韦氏高级词典》对go的用法之一的解释和例句：

: to lie or move along a particular route or in a particular direction

[no object]

• The road goes from the town to the lake.

• His land goes almost all the way down to the river.

[+ object]

• Are you going my way? [=are you going in the same direction that I'm going in?]

• The car went the length of the street and then turned around.

— often used figuratively

• She went the conventional route [=she did the conventional thing] by going straight to college after high school.

• He has always gone his own way. [=he has always done the things he wants to do instead of the things that most people do]

可以看出，go可以是及物动词后接way, route, length等名词作宾语。

我们再分析have的用法：

I have to write a letter. —— I have a letter to write.

I have to do nothing. —— I have nothing to do.

I have to do some work. —— I have some work to do.

We have to go a long way. —— We have a long way to go.

由以上转换关系可知，只有及物动词的宾语才可以用作have的宾语，再用不定式作定语表示动宾关系，句子主语是不定式的逻辑主语。

所以，We have a long way to go. 这个句子中， to go作定语为及物动词，与 a long way是动宾关系。