How to replace a thermostat controlling an elelectric baseboard heater

Hi, I am freshening up my finished basement and want to replace the thermostats controlling the baseboard heating. I figured it would be an easy uprade, pop out the old ones, put in the new ones. However, my thermostats have 3 wires coming out of them and everywhere I have looked, new ones have either 2 or 4. Don’t know too much about wiring. Have installed dimmers and switches – easy stuff. The current ones are about 9 years old, same age as the house. Thanks in advance for your advise.
Tom