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How to replace a lamp switch
Purchase a new socket switch from a hardware store.
Your new switch can be whatever type you prefer, regardless of the existing switch. For instance, if your lamp has a pull chain but you want to install a 3-way turn knob, all you have to do is buy a 3-way turn switch and a light bulb with 2 brightness levels.
You can even replace a socket switch with a cord switch. Just purchase a new socket assembly without a switch and follow the instructions for replacing a cord switch.