How do you set boundaries with a friend that is to selfish and overbearing?

well i have this friend who is also a roommate (college) and it's like whats hers is hers and whats yours is hers. She also cannot take positive/negative criticism that well even if its for her own good, and she starts to elevate her voice when in situations like that/ For Example: Me and my other friend(who is the other roommate) told her she needs to watch how she says things, not what she says. she starts to get loud and her body language change and it just make the situation worse, and we are just starting to not want to be bothered with her...help!!!