How good is the advice to run the car headlights before starting the car in cold weather?
Battery heating can be roughly defined using its internal resistance. We can get a rough estimate of a battery's internal resistance using it's cold cranking amp rating. This is rated at -18C, which is close to -20C.

For a nominal 12V battery:
$$
R = \frac{12V - 7.2V}{CCA}
$$

Let's assume this is constant vs. current draw.

Let's assume at time t=0, the battery is completely insulated from the world and has a heat capacity similar to pure water.

The amount of energy required to heat 17 kg of water from say even -20C to -18C is:
$$
E = 4.2 \frac{J}{g K} \cdot 17 kg \cdot (20^oC - 18^oC) = 142.8 kJ
$$

For a 9A draw, this would take:

$$
t = \frac{E}{(9A)^2 \cdot R}
$$

Suppose you have a 200 CCA battery. Then we can find t = 73 seconds.

Problems with this analysis: Obviously the full weight of the battery is not just the liquid inside. Thus the time required to heat the battery 2 degrees C would be less. However, a larger problem is that you probably don't have a perfectly insulated battery. The 9A draw only produces ~2W, which could easily be lost from the battery (the cables are extremely good conductors away from the battery).

At temperatures much colder you're going to have to start worrying about fluids freezing, thus many things could just stop working. You're much better off following proper car winterization guide.