“Our hypothesis going in was not particularly brilliant,” Luke says. “It was that women who were heavier, particularly in the U.S., would have lower calorie expenditure than women who had a lower body mass index (BMI).” (To calculate your BMI, click here.)

In other words, she thought thin women would be more physically active than obese women. That turned out not to be the case. “The differences in physical activity were minimal,” Luke says.

Luke believes the Chicago women weigh more than their Nigerian counterparts because of differences in diet. The Chicago diet is 40 to 45 percent fat and high in processed foods, while the Nigerian diet is high in fiber and carbohydrates, and low in fat and animal protein.

“For us, the take-home message is that a lot of public health policy on increasing physical activity for weight control may not be as productive as focusing on the dietary intake side of things,” says Luke, whose study was published in the journal Obesity.

In the real world, people who have lost significant amounts of weight and kept it off say they have used a combination of exercise and diet to achieve their goals. Ninety-eight percent of people enrolled in the National Weight Control Registry, a group of 5,000 individuals who have lost at least 30 pounds and kept it off for at least one year, report modifying their food intake in some way to lose weight, while 94 percent say they increased their physical activity.

The trick, experts say, is to carefully monitor how much you’re eating, by counting calories, watching portion sizes or keeping a food journal, while increasing your physical activity. While you’re fighting flab by cutting calories, you can still appreciate exercise for all the things it does to well, such as relieving joint pain, fatigue, boosting mood and helping to keep your heart and bones strong.

“It’s critically important for those things,” Luke says, “but for weight loss per se, it may not be as critically important as we’ve stressed.”

Don't hang up your walking shoes quite yet though – physical activity  is a proven effective way to treat the aches and pains that come with arthritis.