Wearing sweats will make you lose more weight... temporarily. As was said above, the weight you lose is from sweating. People in weight class sports (boxing, wrestling, etc.) often do this before weigh in so that they can slide under the limit.
Then they rehydrate and they're 10 pounds heavier when it's beatdown time. Likewise, as soon as you rehydrate, all that weight you thought you lost would come right back. Further, there are serious health risks associated with dehydration.
I would recommend wearing sweats if you need them for warmth, but that's it.
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"If I cannot smoke cigars in heaven, I shall not go!"
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