“I suppose he’s entitled to his opinion, but I don’t suppose it very hard.”
“Seven Steps to Grand Master” in Nebula Awards 22 (1988), edited by George Zebrowski
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Isaac Asimov 303
American writer and professor of biochemistry at Boston Uni… 1920–1992Related quotes

“Everyone is entitled to his own opinion, but not his own facts.”
Quoted in Robert Sobel's review of Past Imperfect: History According to the Movies edited by Mark C. Carnes.
Quoted in Timothy J. Penny, http://www.nationalreview.com/article/207925/facts-are-facts-timothy-j-penny, National Review September 4, 2003.
Ellen Hume, Tabloids, Talk Radio and the Future of News, part 4 http://www.ellenhume.com/articles/tabloids4.html ( TOC http://www.ellenhume.com/articles/tabloids_contents.html), 1995 cites this as something Moynihan said to a "1994 electoral opponent on WNBC in New York".
However, proceedings http://web.archive.org/web/20141031220947/http://www.intelligence.senate.gov/pdfs/96id_protection.pdf of a Senate Intelligence Committee in 1980 attribute the identical quote to James R. Schlesinger (at p. 110), possibly made during the course of 1973 Congressional testimony.
Also see Bernard Baruch, who said "Every man has a right to his own opinion, but no man has a right to be wrong in his facts." in the January 6, 1950 issue of the Deming (New Mexico) Headlight
See also this Barry Popik blog http://www.barrypopik.com/index.php/new_york_city/entry/everyone_is_entitled_to_his_own_opinion_but_not_his_own_facts for some etymological research into this quote and its variants.
Attributed
Variant: Everyone is entitled to their own opinions, but they are not entitled to their own facts.
Variant: You are entitled to your own opinion, but you are not entitled to your own facts.
Variant: You’re entitled to your own opinions. You’re not entitled to your own facts.

From interview with Anshul Chaturvedi

Commentary on Sci-Fi Channel's Sci-Fi Buzz http://harlanellison.com/buzz/bws006.htm

Man in the Modern Age (1933)
Context: The 'public' is a phantom, the phantom of an opinion supposed to exist in a vast number of persons who have no effective interrelation and though the opinion is not effectively present in the units. Such an opinion is spoken of as 'public opinion,' a fiction which is appealed to by individuals and by groups as supporting their special views. It is impalpable, illusory, transient; "'tis here, 'tis there, 'tis gone"; a nullity which can nevertheless for a moment endow the multitude with power to uplift or destroy.

Interview with Steve Kroft https://web.archive.org/web/20140611214639/http://www.cbsnews.com/news/clarence-thomas-the-justice-nobody-knows/ (September 2007).
2000s

Source: Autobiography of Mark Twain, Volume 1 (2010), p. 380

“Listen, everyone is entitled to my opinion.”
http://www.theinsider.com/news/1130430_Madonna_50_Years_Of_Wit_And_Wisdom.