Here is the code I've used, based on the original question and on Dominic P's answer...
/*
* Modify HTTP header
*/
function add_header_xua($headers) {
// var_dump($headers); #=> if you want to see the current headers...
if (!is_admin()) {
$headers['X-UA-Compatible'] = 'IE=edge,chrome=1';
}
return $headers;
}
add_filter('wp_headers', 'add_header_xua');
Once you've added that code to your functions.php file, you can check it works by running a test at http://web-sniffer.net/ to ensure the HTTP headers have indeed changed.