A house is going to be sturdier and a safer place to be than a second-story condo. Typically, the higher you go in a storm, the higher the winds will be; even the difference of 1 story may make a big difference in terms of wind speed.

An interior room -- one without windows -- is the preferred place to go. Lacking that, a room with relatively few windows on the side of the house not being buffeted by winds is the place to be. A mattress in a tub may protect you from debris, but it could also serve to trap you in should there be debris. But on the whole, if the bathroom is the location of choice, some protection is not a bad idea.