pronoun     possessive adjective       object pronoun

I                          MY                                   ME

YOU                    YOUR                               YOU

HE                       HIS                                   HIM

 SHE                    HER                                   HER   

IT                        ITS                                  IT

WE                      OUR                                 US 

THEY                   THEIR                              THEM

Example

I   am   going  to    my   room. Please  wait  for  me . 

You   are  going to  your  house. I am  going  with  you.