Here's why:
* Subject: It lacks a subject, the person or thing performing the action. We don't know who is yelling.
* Verb: It has a verb ("yelling"), but it needs a complete verb phrase to be grammatically correct.
To make it a complete sentence, you need to add a subject and possibly an object:
* She was yelling at the top of her lungs.
* The child yelled at the top of her lungs.
Let me know if you have any other sentences you want to check!