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The manufacturer directions are to apply Ice & Water Shield to the leading (lower) 3 feet. Here is a link to the Michigan Codes:
http://www.ecodes.biz/list_sub.cfm?m_cat_id=23
I am not aware of it as being required, but it would be foolish to skip it in snow country.
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Architect
Licensed Architect, LEED® AP, NCARB Certified, M.Arch degree, 10+ years experience