Of course I can give you a definitive answer, which is: The idea that sleeping naked will make you warmer is ridiculous. To suppose otherwise is to suppose that you’ll also be warmer if you wear a down jacket without wearing anything underneath. Have your friends tried that recently? Moreover, swearing “they’re warmer naked” indicates they have done empirical testing, involving sleeping in identical sleeping bags in identical conditions, dressed and undressed, while various thermal probes have been inserted into every opening in their bodies. Have they?
This question comes up moderately often, and I’d love to be able to trace its provenance; it was something I first heard 20 years ago. The supposed logic is that if you are naked, the body heat gets into the bag’s insulation and surrounds you with a warm bubble. But that also means that same heat is escaping into the insulation, forcing your body to churn out more and more warmth to replace it.
In short, the greater the ‘R’-value the measure of insulation’s ability to, well, insulate the better the insulation. No surprises there. So wear as much as you think is reasonable. That might mean long underwear, plus a fleece jacket or down jacket, plus hat, gloves, socks, and so on. In fact, you can save weight by wearing clothes to bed, because you can carry a lighter sleeping bag than you might otherwise take, then supplement its insulation with clothing you’re packing along anyway.