along with what margy said - 3 year olds are still basically just big babies and yes, they may listen to you - doesn't mean that they are going to do what you say. There is a reason why the name "terrible 3's" has been given.
Ask your grandparents what they do to get her to pay attention. They have been there before and may have some good ideas.
Does she see a lot of your grand parents , it could be that she gets a lot of attention with them ,that's what Grandparents do, and kids benefit from it.Are you working does she have fun when she and you are together, plenty of games, reading and walks ?Has she any siblings?