When DD was three we became rather desperate for her to sleep in her own room since I was expecting DS. What we ended up doing seemed a little barbaric, but it worked. DD had to stay in her own room at night. If she came out, we told her we had to shut her door so she would stay in there. This resulted in much wailing and gnashing of teeth. If she stayed in her room, she was allowed to have her door open.

DS was fine sleeping in his own room at three. We got lucky there smile