Some of the benefits of the burning the bay leaf in your house are :
Anxiety relief : A chemical in the leaves when burnt gives rise to smoke, which when inhaled calms the body and mind.
Reduction of inflammation: It acts as a natural anti-inflammatory agent and can help with joint pains
Reduction of fatigue: Feeling tired? Burn some bay leaves and see how your senses become alert once more. Some of the chemicals in bay leaves such as pinene, cineol, and elemicin fight feelings of tiredness.
Meditation: If you are one who practices meditation and finds it difficult to concentrate then instead of incense try burning some bay leaves. Already it helps in easing the fatigue and keeping the mind alert and calm. In many religious places bay leaves are burnt to encourage mindful meditation.
Relief from pests: Cockroaches, moths and many other insects find the smoke repelling and so burning bay leaves can actually act as good insect repellent.