There may not be any scientific data out there about the neccesity of a coat, sweater ect. for a dog in the cold...but common sense here is...Yorkies and Maltese...do have hair and hair only..no undercoat of "protective" fur which is for protection in cold water and weather AND their body mass is very small, which means heat can escape easier than a larger dog AND they have shorter hair from the groomers....= yes, they need a sweater or a coat or maybe both if outside for a long walk....I am really not being a smart A__ just tell dh as I've told mine...you take off your shirt and step outside and see how long you can stand it
Maybe if your nice...the dogs will lend you their coats....