Almost every week, I get at least one letter from someone who has prayed for a loved one for many years without any apparent effect. And yet they go on to say that their prayers finally have been answered.
In other words, if God has put a burden on your heart for your sister, don't ignore it but keep on praying for her. Remember: You may be the only person on earth who is still praying for her and that is an awesome responsibility. Only God can change her heart and bring her to Christ, and one of the ways He works is through our prayers. The Bible says, "The prayer of a righteous man (or woman) is powerful and effective" (James 5:16).
Remember too that God helps us when we pray. The Bible says the Holy Spirit "helps us in our weakness. We do not know what we ought to pray for, but the Spirit himself intercedes for us with groans that words cannot express" (Romans 8:26). This is a mystery we will never fully understand this side of heaven but it also is a great comfort.
As you pray, ask God also to help you be a witness to your sister, both by what you say and by the way you live. The Bible says that "love covers over a multitude of sins" (1 Peter 4:8) and your love and your prayers may still bring her to Christ, who alone can forgive her and make her whole.