Locate the main breaker panel in your home. Flip the breaker switch that controls the heater circuit to the "Off" position.
Use the tip of your flat-head screwdriver to pop the cover off of your home thermostat.
Locate the wiring in the thermostat. Turn on your multimeter and touch the positive lead to one of the wiring terminals. Touch the negative lead to the wall or another non-electric area. The multimeter should produce a reading of continuity. If it doesn't, the wiring terminal is affected.
Test the remaining terminals in the thermostat for continuity.
Pull the end caps off of your baseboard heater and pop the cover off of the heater.
Touch the positive multimeter lead to the terminals inside the heater. Touch the negative wire to the floor or wall to ground it. Test all the terminals for continuity. If you find that some terminals are dead you will need to call a technician to service the heater.
Replace the heater cover and end caps.