My downstairs thermostat will not turn on the heating unit. The upstairs thermostat works fine. The downstairs thermostat shows the digital setting and the room temperature, but does not turn on the heat? Any suggestions?

Go to your stat and switch the fan selector from AUTO to ON. If the fan comes on then you know you have the 24VAC control voltage. Jump out the R terminal to the W terminal. If the heat comes on then you just might have a bad stat.

I replaced the stat and the fan does come on in the fan position, but no heat. Must be a furnace problem? House is 4 years old and no pilot. There is a red blinking light on in the furnace? May be indicating a problem?
Thanks for your response. Happy New Year.

Yes that blinking light usually equates to an error code.