If the system is not making noise, and the heater is hot to the touch, then the heater in the other room with the thermostat is putting out too much heat, so the heat in the bedroom is shut off too soon. Cover about three feet of the baseboard fins inside the cover in the room with the thermostat with aluminum foil (just the top is enough) so the air can not get through it. This will make the thermostat keep the heat on long enough to heat the bedrooom.