The source of the problem is that you have NODE_PATH set while using NVM at the same time. When you use NVM you shouldn't have a NODE_PATH variable at all, since NVM installs global packages in its version specific root.
Delete all packages that are in your NODE_PATH, remove the environment variable, and install yo and the generators or any other global packages you need. You will see that it stops complaining and everything ends up in the nvm subdirectory matching the current version.
When you start using a different Node version in NVM, reinstall the global packages. This will keep everything organised neatly by version like its meant to be.
More info on this discussion here: https://github.com/creationix/nvm/pull/97