Last month when I came back from Canada, I phoned the Immigration Center about this question. This is their answer:

Firstly, you don't have to live in Canada when you sponser your spouse if you are a Canadian or a permernent resident. Secondly, you must provide some proof that can prove that you have some connection with Canada. For example, a house a Canada, a job in canada or you pay the tax in Canada. So you'd better think about how to explain it to the officier in the empassy.

Good luck!