The British Medical Journal has been busy overturning medical myths, according to BBC News.  
"Both physicians and non-physicians sometimes believe things about our bodies that just are not true,"
wrote Dr Rachel Vreeman and Dr Aaron Carroll in this august publication.  But the BBC continues:
We've all been told to put a hat on in winter because most heat is lost through the head.

The researchers even found that the US Army Field manual for survival recommends covering your head in cold weather because around 40-45% of body heat is lost through the head.

A recent study, however, showed there is nothing special about heat loss from the head - any uncovered part of the body would lose heat.

Scrutiny of the literature shows this myth probably originated with an old military study in which scientists put individuals in arctic survival suits (but with no hat) and measured their body temperature in extreme conditions.

If the experiment had been done with the participants wearing only swimsuits they would not have lost more than 10% of their body heat through their heads, the researchers said.
But this is somewhat misleading, perhaps verging on numbers abuse.  If one is wearing winter clothes but no hat, then the proportion of body heat lost through the head, especially a nearly bald one like mine, will be that much higher.