I have Federal Pacific electric baseboard heaters in my home. 2 out of the 4 baseboards on my first floor will not turn off. I replaced the thermostat with no luck.

Turning off the stat should kill power to a heater. The stat must be wired wrong, since it has been replaced. Does disconnecting the stat kill the power?

No it does not. I had to disconnect the power at the heater. I thought the same thing with the thermostat but 2 of the other baseboards work properly with the stat.

OK, then perhaps there is a mis-wire at the stat, if there is 3- 2 wire cables, the feed is spliced through to the load cable going to the heater.