“He that complies against his will.
Is of his own opinion still.”
Canto III, line 547. Sometimes misreported as "is convinced" instead of "complies"; reported in Paul F. Boller, Jr., and John George, They Never Said It: A Book of Fake Quotes, Misquotes, & Misleading Attributions (1989), p. 11
Source: Hudibras, Part III (1678)
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Samuel Butler (poet) 81
poet and satirist 1612–1680Related quotes
“A man convinced against his will
Is of the same opinion still”
Source: How to Win Friends and Influence People

“He who has an opinion of his own, but depends upon the opinion and taste of others, is a slave.”
As quoted in Day's Collacon: an Encyclopaedia of Prose Quotations (1884), p. 639

“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.

Trial of John Vint and others (1799), 27 How. St. Tr. 640.

Persecution and Tolerance, Hulsean Lectures, University of Cambridge (Winter 1893–94)