It's not worth fighting. I just say "it's cold out are you sure you don't want to wear ______". And if he says nope, I'll be fine, I wait for the I told you so that eventually happens. If it isn't going to kill or permanently harm them, let them learn the harder way.
Saturday night I took my 16YO son to the RU football game. I wore fleece lined jeans and boots. I suggested similar for him, but he said "I have wool socks on I'll be fine." As he wore thin jeans and sneakers. Guess who was cold before the end of the 1st qtr?