What should I do about my daughter?

Everytime I try to put my daughter to sleep she never stays there very long. She always comes downstairs or goes in her siblings rooms. She said she wants to sleep with someone but I tell her no she needs to sleep by herself and that everyone else does. She always comes back with “I’m just a horrible girl, I’m just the naughtiest girl ever”. I tell her you would have to do a whole lot more than that to be that and no your not you just need to listen and stay in your room. Any suggestions on how to get her to stay in her room? Also how should I react when she says over and over about that shes horrible and naughty?