In the Current Versions of DF (.34 as of this writing), he Earth, Stone, and Soil of Dwarf Fortress does not obey the laws of physics (yet!).
This means, you never have to worry about collapse, as long as the tiles above you are anchored to something other than simple air. Material has nothing to do with it; dunes of sand can be hollowed out just the same as loamy hills or dacite mountains.
Tiles in Dwarf Fortress have two parts: the tile body and the tile floor. If you mine out the tile body, the tile floor remains. If either of these pieces is wholly disconnected, a cavein will occur. Therefor, you might be causing caveins if you're hollowing out rooms via a combination of dig and channel. Instead, start from the top, and tell your dwarves to Carve Ramps into the layer below. This will hollow out the same area, but removes the risk of dropping floors that channeling has.