I completely agree with RockRose. Something is going on, and while there might be other more effective ways of behavioral change - see "SOS Help for Parents," by Lynn Clark as an example - You need to figure out what is driving the behavior if you want to change it.
For example, how old is her brother? How long has this behavior been going on? Is there a new child on the way? How long has she been peeing on herself before going to school? But, perhaps, more importantly - I would talk to her school teachers and find out how she is doing there. Does she get into trouble at school? Does she seem anxious or frustrated at school? How does she do in the subject areas? Does she have friends at school?
If you can answer some of the above questions, we can probably help.
You might get some help from the book "Siblings without Rivalry" but it sounds like you could really benefit from family therapy.
Often, instead of punishing behavior, discovering the cause of the behavior and removing the "rewards" she is receiving from that behavior is MUCH more effective.
6 year olds tend to really want the approval of their parents, although they may not show it very effectively, so when you find a child who is actively trying to get her parents disapproval, you need to find out what's driving that bus.