When a dog pees when you approach, she is showing you that she thinks that you are the top dog. It is her way of saying, "I am submissive to you don't worry." Females do this a lot. Use a gentle voice, and pet her under the chin instead of coming right at the top of her head.
I have only had a Yorkie for two days, but I read four books about them in the last 3 weeks getting ready for her, so all of this Yorkie trivia is fresh in my mind.
Elizabeth & Sugar