my 2003 Mercury Grand Marquis headlights will not stay on they will cut off wow I'm driving at night I need to know the name of the switch that turns the lights on or can you give me a better answer

Sounds to me like you need a new headlight switch (runs about $80.00 at part store) they are known to go bad especially if you have the automatic headlight option. I just noticed you said the brights only work if you hold them on if that's case you could also have a bad bright light switch which is a little harder to replace you have to remove steering to get to it headlight switch is a LOT easier to replace remove dash trim and you can get to it dash trim is held in with MOSTLY pressure clips may have a few screws to remove to get access. I would say it is one of the two or even both.