V.W.
What is her history? Is this a sudden change for her (either she always slept with you in your room and now she doesn't want to change it; or she has always slept in her own room and now suddenly she refuses)? What have you tried up to this point? What is her bedtime routine like?
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Have you tried lying down with her at bedtime? Read her bedtime story IN her bed. You sit on the bed with her while reading. Then lights out, night nights kisses, etc..and you both lie down and are quiet. Let her know that you will be getting up shortly to go do other things in the house (laundry, loading the dishwasher, sweeping the kitchen floor, etc. ... boring stuff), but that you will "check on her" in a few minutes. Then DO. At about 4 minutes, go peek into her room, let her SEE you peek in (but don't engage in conversation.. maybe if she speaks to you, you just say "just checking on you"), then go back to boring chores. Check back again in about 5 more minutes. Then 7 minutes. Then 10 minutes... Sort of like "sleep training" for infants... only you only go to her door... not rubbing her back or anything.
Obviously it is going to be a long road, since she is so accustomed to being with you and Dad every night. But try to stay supportive and consistent. I used a similar method for my son when he transitioned to a full sized bed (from crib/mattress on the floor) when he was about 2 years old. I would lie down with him and silently count in my head to 2 minutes, then I would peck him on the nose/forehead/cheek, whatever, tell him I loved him and say goodnight, then get up and leave. Staying less than 2 minutes was too short, but staying much longer was ineffective. I never had issues with him leaving his bed or coming out of his room. But, he had slept in his own room by himself since the day we brought him home from the hospital. So that is going to factor in...