He lives nearby my house.
He lives near to my house.
We don't use "near to" in the US. I've heard students use it, however. I'm not sure, but it might be something that is used in BrE.
Other than the fact that it's not part of US English, I would say it's not correct because "near" is a preposition and "to" is a preposition. Normally, a preposition is not followed by another preposition.
We say "close to" - close to my house. That's only one preposition, and the prepositional phrase is adverbial - location. "Close" is an adjective.
Student or Learner