Atwood Wate Heater Piolt Light Problem

I have a manual light Atwood water heater that will not stay lite. I replaced the thermal couple/pilot light burner but still have the same problem. I turn the blue gas valve knob to lite and the pilot lights but as soon as I release the knob to the run position it stops gas flow. All other appliances are working correctly. Not sure if the gas valve is bad but don't want to dump a lot of money in trying parts out.