How to get my dog to not be afraid of outside?

Our dogs are in a cage on the porch. We let them out several times a day. One of our dogs, often refuses to leave the porch because he hates thunderstorms and loud noises. We have had a lot of thunderstorms lately, and as the Fourth of July is tomorrow, there is a lot of loud noises. Sometimes we have to pick him up and set him outside and run to shut the door so he will stay out. Then, when he is out, he will often just sit by the door. It's unhealthy to hold in urine and waste, so what can I do to make him be comfortable with outside?