Are you referring to the baby that the narrator's mother lost when she had her accident in the circus? Of course, the narrator never actually knows this "sister," and the baby dies we are told when her mother is taken to hospital and she hemorrrhaged, and she is kept in bed for a month and a half before giving birth to the stillborn baby. Although the narrator interestingly says that she never thought of this child as a sister, she still acknowledges that she used to go to where her dead half-sister was buried just to sit:
Sometimes I used to walk there just to sit. She was a girl, but i rarely thought of her as a sister or even as a separate person really. I suppose you could call it the egocentrism of a child, of all young children, but I considered her a less finished version of myself.
Clearly, the grave of her dead sister is important to her, however, as the narrator imagines that "the statue is growing more sharply etched, as if, instead of weathering itself into a porous mass, it is hardening on the hillside with each snowfall, perfecting itself.
The narrator feels therefore a strong attachment to her sister, which seems to only grown and become more important as the years go by, instead of just fading away as perhaps you might expect.