Stir together the flour, yeast, baking powder, salt and baking soda in a small bowl, set aside.
Preheat your oven to 350 degrees F and grease a donut pan (6 regular sized donuts or 12 mini donuts)
In a medium bowl, cream the butter and sugar together.
Beat in the egg, vanilla and yogurt.
Stir in 1/3 of the flour mixture, then mix in half the milk. Repeat this until you've added all of the flour mixture and the milk.
Pipe the mixture (or use a spoon) into the prepared donut pan (each should be filled about 2/3-3/4 of the way up) and let rest for 5 minutes.
Bake the donuts for 10-15 minutes until puffy and golden brown.
Let rest for 5 minutes then remove them from the pan and let cool completely.