Run, don't walk, to the nearest positive reinforcement, punishment-free dog trainer in your area before something unfortunate happens. Fact is, your dog neither trusts or respects you as the Alpha member of his pack. You both need training...you in leadership skills, your Yorkie in obedience!
Whatever you do, DO NOT CHASE her. That turns it into a game you will never win. Instead, turn your back, and either walk or run away looking like you are having fun without her, or turn your back, bend down and act excited, as if you are looking at something really, really interesting on the ground.
Dogs hate to miss out on fun, or have the opportunity to sniff "something interesting."
Good luck!
