Politely deny a neighbor offering to throw a baby shower

I live on a street where the women in the neighborhood are sort of friendly. We have group in iMessage and organize events etc round the year for festivals, for kids on the street etc. I think some women are more close meet individually for their birthday etc but I am not part of that group. I am from different cultural background and younger in age so don’t really find common topic. I was playing with my daughter other day on the street and one of our neighbors stopped by to ask me they would

like to organize something for me and my second baby. I am really appreciative of her thought and willingness to organize an event but I really dont want a baby shower from neighbors. I told her that an event just for me will make me nervous she said they will keep it a low key. I said I will get back to her after some thinking. How do I politely deny her?