I'm just south of Ottawa and I keep the heat lamp going in the coop on the colder days and nights in the coop for my hens. If it gets above -10 celsuis then I turn it off but I otherwise it's on most of the time. And I do it to keep them comfortable. I'm sure they could survive the cold temperatures but I feel bad. It's not about egg production, it's about caring for my pets.
My mother is from the east coast and last winter we were discussing whether to heat or not to heat the coop and she said her mother kept her hens in the coop all winter and there was no heat or insulation for them. Then she thought for another minute and said, come to think of it, I don't think our house had any insulation either!