I do and this year I'm glad as I have a nearly naked hen right now. Bad timing on her part and of course she is, or was, my best layer. The light is on a thermo cube to come on at 20 degrees and go off at 30 but when it is very cold out like 15-20 below it might be 8 degrees in the coop even with the lamp on but it gives them a little radiant warmth to huddle under.
