My daughter clung to my sleeve, trying to stop me from going.

Literal

Daughter [topic-は] my [possessive-の] upper-garment [possessive-の] sleeve [to-に] cling, me [object-を] go-let not-do-[volitional-まい] [quotative-と] did.

行かせまい combines 行かせる (causative 'let/make go') with まい (negative volitional/intention — 'will not X, let me not X'). まい is a classical form still used in formal and literary Japanese for 'will not' or 'don't intend to.' 行かせまいとした = 'tried not to let [me] go.' A touching, image-rich sentence.