Definitely! In fact, that's where the majority of the fibre is found in the sweet potato. For the purpose of these baked sweet potato fries, it's totally a personal preference as to whether or not you peel the potatoes.  Personally, I prefer the taste of them when they're peeled (and so do my kids), but you can certainly keep the skin on if you'd like. Keeping the skin on also provides a little more texture if you like a bit more of a chewy fry.