Despite the Detroit News' claim, it technically wasn't the first to install a "transmitting set in use by any newspaper", although it likely was the first to make audio transmissions. For example, from 1910 to 1917 the New York Herald had operated station OHX (later WHB), which, although limited to Morse code transmissions, had daily provided widely-heard news broadcasts, primarily for ocean-going vessels, but also easily heard by amateur radio operators along the Atlantic coast.
Printers' Ink, March 23, 1922, page 143:
The Pioneer in Radio (advertisement)