You don't want to put him in a cage, do you mean crate training? Crate training has worked for us and many people. Here is a good schedule to consider
http://www.petstyle.com/dog/training...ing%20Articles
Yorkies have much smaller bladders than German shephards. Tink had to potty every 30 minutes during playtime, this went on for months, and that definately makes it hard. But by 6 months we were just about there and then we taught how to ring a bell to go out to potty and we had so much success. But remember, small breed dogs often take up to a year to FULLY potty train. Just be consistent and patient.