4x4 not engaging

I have a 2003 Ford Expedition XLT 5.4l 4x4. When I switch from 2H to any of the 4x4 settings, it seems to want to buck. The instrument lights, 4 high or 4 low, come on properly. Is it the hub or is it the transfer case motor that is the problem? 2H works fine but when it is switched to any other position the truck starts jerking until I switch back to 2H.
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