Injecting Set-Cookie in Reverse Proxy?

[Yongtao You]

Hi,
I'm setting up a reverse proxy to my backend service as follows:
server {    location / {
        auth_request /auth;        error_page 401 =302 /login;        proxy_pass http://backend/;        add_header Set-Cookie "my=xyz"; # Can I add this in the response from backend?    }}
I would like to inject a Set-Cookie header in the response from the backend service. Is that possible? The above does not work.
Thanks.Yongtao
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