Everyone is giving good advise. My oldest is 16 months and fully trained, but like some of the others my she is almost 11 pounds so maybe that does make a differance. My little Abbie is 5 months old and will probably be about 5 pounds full grown. She does really well going to the door, but I also keep a potty pad next to the door just in case we don't see her sitting by the door. She won't sit at door long before she will give up and go on the potty pad. I will be curious to see if I have trouble with my smaller yorkie. So far she is behaving like my oldest did.
My best advise is to don't give up. I also used the treat method which worked very well. They are lean treats that only have 1 calorie and have liver in them. My vet suggested these treats. They love love love them.
Good Luck