Have you tried the tether method? That works for many dogs. You can read up on it here:
http://www.bichonfriseusa.com/ref/umbiltrng.htm

Are you using a command? My dogs have learned to pee on command, I use "busies," as in "do your busies!" When they "go" outside, you have a PAWTY! Dance, clap, laugh, jump in a circle, praise praise PRAISE and REWARD. Keep a baggie of treats in your pocket, or ready to grab in the fridge. Give lots and lots of treats when they go outside. When they go indoors, clean it up, no scolding. You can make sounds of disgust (ick, yucky!) but do NOT make eye contact with the dog. Clean up and move on.

For treats you need small high value bits. Hot dog, cheese (string or cheddar work well) and boiled skinless boneless chicken breast. For example, one hot dog makes at least 60 treats. The bits are SMALL. But at the start, you reward lavishly giving many small bits to reinforce the good behavior.

If your neighbors and your dog are looking at you like you are nuts, you are celebrating correctly. Anything less is not going to work.