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What is model on thermostat and are you sure the new batteries are actually good? Did you try more than one set of batteries?
There is one trick I have seen work to reset these digital thermostats that works sometimes. That is to remove batteries and install them backwards for 5 seconds, Then remove and install properly,If this does not reset the little computer board in the thermostat you will need to replace the thermostat.
Note: Occasionally , this will not work and will even cause thermostat to start smoking.If so simply remove batteries.If thermostat is not working already, it is worthless anyway, so no harm done .I have seen it work about 20 per cent of the time. So if that is something you are comfortable doing would try it.Could save you having to buy another thermostat.Otherwise, just go ahead and replace it.