Multistep photon absorption has been used to measure the collective excitation of free lithium clusters having up to 1500 atoms. The blueshift of the Mie resonance energy, as cluster size increases, probes the surface effects. Its absolute vlaue is consistent with the dielectric constants of the bulk down to a 100 atom cluster. The comparison with calculations in random-phase approximation in the local approximation demonstrates that the jellium model is no longer valid for lithium clusters.