Should the first letter of every word in \subsection be capitalized?

After I revised my colleague's paper, he asked me why I didn't capitalize the first letter for every word in a subsection. I mildly remember this is the case for \section but not for \subsection, where only the first letter of the first word should be capitalized. But I couldn't remember from where I got this idea. Maybe I was wrong all the time...

Does anyone have a definitive answer? Or is it arbitrary?