Increased Chance of SIDS

Sari • Married 7.5 years. Just had our first child, a baby girl on 4/20/16! 💗
Has anyone heard anything about an increased risk of SIDS if baby doesn't sleep in the same room with you in the first 3 months? I can't remember where I saw that. But I was just wondering if any of you had any thoughts or opinions on it?
I know I've spoken to some of you about it, but where do you plan to have baby sleep in the first few months?