"The Chihuahua tendency to shiver or tremble is not a health issue but takes place when the dog is excited or stressed. One explanation is the toy dogs have a higher metabolism and so dissipate body heat faster than larger dogs. Shivering helps to generate body heat – that’s why people shiver when we are cold. However, rapid dissipation of body heat is a distinct disadvantage in cool or cold climates, so Chihuahuas should always be protected when taken outdoors in these areas. Fortunately, there are dozens of styles of protective sweaters available."
I'm sure yorkie's are very simular.
Health Chihuahualoving.com