If they are very social - she will not want to be away from you. We had the same problem with our Yorkie - after 4 sleepless nights we took advice and put her crate in our room to sleep - instant result he started to sleep through with only a couple of toilet breaks.

After a few weeks we put it outside our room, then a few days later downstairs on the landing, then a few days later in the living room - he was fine for a couple of nights then started the whining again, so we brought him back upstrairs and he sleeps in his crate outside our room and has been for about 5 weeks and he never cries and sleeps right through (he's 19 weeks now).

Everyone is happy with this arrangement (my dh won't have him in our room but is fine with him outside our room) and so I think his crate will stay there.

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Proud owner of Rocky the Yorkie, born July 2008, who came to live with us at 8 weeks old
and
Ellie the Yorkie, born February 2012, who came to live with us at almost 8 weeks