The thermoelectric power of MgB_2 single crystals, non-substituted, single-substituted with C, and co-substituted with C and Li, was investigated in the temperature range from 10 to 300 K. Both the in-plane (S_ab) and the out-of-plane (S_c) thermoelectric powers are positive for non-substituted crystals and both S_ab and S_c change a sign for crystals doped with electrons when C is substituted for B in the amount larger than 6 at.%. The substitution of C, which supplies electrons mainly into the σ band, reduces the thermoelectric power anisotropy, most likely by increasing the interband scattering. When Li is additionally co-substituted for Mg, S_ab remains unchanged but S_c increases substantially. The Li substitution donates holes into the π band rather than into the σ band and in this way modifies the π band properties, including the possible increase in the intraband scattering.
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