If sodium hydrogen carbonate (baking soda, $\ce{NaHCO3}$) is heated to greater than $50~\mathrm{^\circ C}$, it will release carbon dioxide and water to form sodium carbonate:
$$\ce{2NaHCO3 -> Na2CO3 + H2O + CO2}$$
And when the sodium carbonate is heated further to about $850\ \mathrm{^\circ C}$, it will release more carbon dioxide and form sodium oxide:
$$\ce{Na2CO3 -> Na2O + CO2}$$
And according to Wikipedia:
Sodium oxide (SOX) is a chemical compound with the formula $\ce{Na2O}$. It is used in ceramics and glasses, though not in a raw form. It is the base anhydride of sodium hydroxide, so when water is added to sodium oxide $\ce{NaOH}$ is produced.
So it should be possible to produce sodium hydroxide from baking soda and water, with some heat. I heated some baking soda in a gas flame. I am not sure exactly what the temperature of the flame was, but it was enough for the stainless steel spoon that I used to glow red. (If it is useful, the gas where I live is approximately $50~\%$ hydrogen, $25~\%$ methane and the rest $\ce{CO2}$ and $\ce{CO}$, and it burns completely with a blue flame. I suspect this flame to be at least $1000\ \mathrm{^\circ C}$, based on available information about flame temperatures of different fuels.)
However, $\ce{NaOH}$ is produced industrially via the chloralkali process, so there must be problems with using this method. What are they, and are they significant if trying to produce a small amount of sodium hydroxide for a minor experiment?