Michelle Obama is the nation’s most ardent obesity nanny-in-chief. On the heels of her personal anti-obesity campaigning and finger-wagging, the White House Task Force on Childhood Obesity released a report earlier this year that condemned, among other things, areas packed with too many restaurants and convenience stores.

How, then, does Mrs. Obama explain the curious case of Colorado? The Rocky Mountain State boasts the lowest obesity rate in the nation, at only 18.6%.

That should elicit some head-scratching for Mrs. Obama. The fattest state in the nation is Mississippi with an obesity rate of 34.4%. And yet Mississippi has only one restaurant for every 697 people, according to the National Restaurant Association. Colorado, on the other hand, has one restaurant for every 476 people. That’s a substantial difference.

Well then, it must be that Mississippi is dominated by fast food joints while Colorado is teeming with healthier sit-down restaurants. Fat chance. Mississippi has one fast food restaurant for every 1,570 people; Colorado has one for every 1,406 residents.

Once again, the real culprit is the one the food nannies love to pretend doesn’t exist: physical exercise. The federal government recommends everyone get either 30-plus minutes of moderate physical exercise each day for five days a week, or 20-plus minutes of vigorous physical exercise each day for three days a week. According to the CDC, 37.5% of Mississippians said they lived up to that standard, compared to 57.1% of Coloradoans. That’s a difference of almost 20%.

In other words, you can stay svelte so long as you’re personally responsible – even if you live in an eatery-dense state. In fact, a Cato Institute study found that there’s almost no link between eating at restaurants and obesity. The reason? Those who went out for a meal tended to eat less during the rest of the day to compensate.

We suspect Michelle Obama understands this. After all, the First Lady herself was caught indulging in a cheeseburger and fries at a Milwaukee diner last month. Now if only she’d give the rest of us permission to chow down on whatever we please—and adopt more of a message of moderation instead of condemnation.