A trial at the Fred Hutchinson Cancer Research Center in Seattle, Washington, compared diet only, exercise only, combined diet and exercise, and a control group. Their sample was post-menopausal women who were sedentary, 58 years old, BMI of 30, but body fat of 48% (so morbidly obese). The study lasted 12 months.
Diet arm focused on low-fat eating with a weight reduction goal of 10%
Exercise group progressed to performing 45 minutes of aerobic exercise 5 days/week
The diet only group lost 8.5% body weight
Exercise only group lost only 2.4% body weight
Combined group lost 10.8% body weight
So no surprise there that combining strategies lead to more weight loss. However, I'd like to focus on their exercise only group, which had way poorer results than you'd expect. Now, we normally think of performing aerobics for losing weight--pounding the pavement, sweatin' to the oldies, etc. While, obviously, aerobic exercise burns calories, aerobic exercise isn't the optimal mode for weight loss, and especially for fat loss. To really lose fat, you need to increase your lean muscle mass, so that your metabolism is higher. This requires resistance training, which of course is most commonly done through weight lifting. Another tip--heavier lifting builds more muscle mass. Now, I'm not saying to ditch aerobics, but if you hope to "walk the pounds off" or even just run them off, you're setting yourself up for dissapointment. You really do need a full program of cardio and strength training if you want to lose fat.
Citation for the study discussed: Schubert et al. (2011) Effect of Diet and Exercise, Alone or Combined, on Weight and Body Composition in Overweight-to-Obese Postmenopausal Women, Obesity, Epud ahead of print
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