There was a very highly cited paper in the NEJM where they studied a group of people who believed they were "diet resistant" using a new technique--doubly labeled water--to determine how much they were really eating and exercising.
Every single person in the study--every last one of them--lied to the doctors about how many calories he or she was eating.
http://www.nejm.org/doi/pdf/10.1056/NEJM199212313272701
The last paragraph says:
"In conclusion, all the obese subjects we studied who had a history of self-reported diet resistance had appropriate energy expenditure, but they misreported their actual food intake and physical activity."
In other words: "Fatties gonna fat."