If I remember correctly, he made an even more outrageous claim than that: he'd figured out what the shrink was trying to do, read a bunch of psych textbooks to unravel the doctor's questions, and turned them around on him, completely fucking up the analysis. He said this with a sort of sober regret, as though now he knows he should have taken advantage of the help being offered, but, alas, he was simply too stubborn, too defiant, too darn smart for his own good.
That shrink's name was Albert Einstein.