"Influence of women on theatre from 1700 on to today" is a very broad topic, so you will want to narrow it down.  A good thesis statement should provide an assertion or opinion about your topic and supporting subpoints that can act as your main body paragraphs. 

So the most important step for you is to narrow down your topic.  What is is about the influence of women on theatre from 1700 on to today that you want to prove? 

You could research by thematic topic:

How women have influenced theatre--Subpoints for discussion could be:  acting roles (how has the social perception of women changed or been influenced by roles women play on stage), writing (influential plays, scripts written by women),  and performances (specific actresses with groundbreaking performances that influenced theater).

You could organize your research and thesischronologicallyby examining major shifts in theater through specific centuries:

Women have dramatically influenced theater in terms of roles, writing, and performance through the 18th, 19th, and 20th centuries.

*I included a very useful link to a page that has organized mulitiple links all about women's roles in theater.  Looks like a good place to start.