While one of my chihuahuas has a very thin coat and my poodle (!) has some serious hair loss due to previous poor nutrition, they are both intrepid little dogs and will stay outside longer than I think they should. I often go out and carry them back in.
My labs don't mind the cold much. They both have nice thick coats. My boxer stays out a surprisingly long time. My pom stays out a long time.
While my sheltie mix has a nice thick coat, she doesn't stay out long. I suspect that is due to having been chained outside for years on end.
The greyhounds don't stay long.
So, yes, generally speaking, the ones with longer, thicker coats tend to stay out longer, but it isn't a hard and fast rule.
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