My pilot light will not stay alight!!!?

I have changed the thermocouple, the over heat thermostat and the gas valve, all in an attempt to get my Potterton Puma 80 up and running again but the pilot light will not establish and stay alight. Can any one suggest why this might be, or what I can do to get it working again? I have checked for loose wires and cannot see any. Is there any way to tell if the thermostat has shorted out? Any suggestions would be gratefully received...