Change TMPDIR for Android shell script

I am working on a script that will be run from an android shell (e.g. adb shell). I have a problem with writing temporary files, as this demonstrates:

$ cat <<-EOF > foo

> EOF

sh: can't create temporary file /data/local/shd1v7x1.tmp: Permission denied

I want to direct the shell's temporary directory to somewhere that is writable. I would usually do this:

$ export TMPDIR=/path/to/somwehere/writable

$ cat <<-EOF > foo

but it makes no difference.

Is it possible to specify the location the shell should use for temporary files?

(I know that running as root is a work around but that isn't a solution)