Wall unit will not shut off. Already tested thermostat. Can I replace valve or some how fix? Thanks kennywb

What do you mean by wall heater? And, what is the brand? It would help to know to better answer your question. Sorry to answer your question with a question.

I would locate a new valve that will fit. Then I would unscrew the nut the handle comes out through. You then should be able to remove the insides. Inspect, clean, replace the seat, whatever it takes to make it seal again. If that doesn't seem to be working, replace it. I am not sure if even a good hardware store has new insides for the typical angle globe valves. A plumbing supply might.