I dont think that they can completely hold their bladder until they are 4-5 months of age. Our little Chewy is almost 6 months old and we keep him in an xpen during the day as well. I use the washable pee pads. He will hold his bladder all night in his crate, but the xpen is a different story. I think it gives them a little more room, so they feel that they can go potty while in it. I have been thru this with all my dogs and all I can say it it will take some time. Yorkies seem to be a little more stubborn to house train than some other dogs. I find that giving them treats as soon as they potty outside helps as well