Red-neck heat zoning may help. I've done it before and had some luck.
Go to your registers and adjust the baffles. The registers closest to the HVAC unit should be the ones to start with. Try closing them off until the air slows considerably. Leave the registers in the room you are concerned with, wide open. This will not always work, but it may help some.
Changing the location of the thermostat may not help at all unless the unit seems to work really well in that one room.
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