Thanks for your reply. The thermostat is turned down to the lowest number (1) and it's the same type (Ranco) as the original. I know that the routing of the capillary is important but, on the RLA80P, there is only a very small hole to insert the capillary and, when you push the capillary down this hole, you have no access to control its route thereafter. The electrical connections are correctly installed - green/yellow to stat body and the other 2 wires have different size connectors so that it's not possible to get them on the wrong way round.
Assuming that the stat isn't faulty, are there any other possibilities which would give the fault symptoms?
Tom Knowles, November 2009