HOME is defined incorrectly on your ssh client machine. You'll want to:
1. Check the file /etc/passwd. The second-to-last field is likely set
to /home/Administrator. This is what ssh is using, if I remember
correctly.
2. Set HOME to this value, '/home/Administrator', on your ssh client
machine. Cygwin attempts to do this for you in the file /etc/profile,
which is sourced before your bash shell is started. Don't override the
value that /etc/profile sets for you. It's the sensible value.
Thanks for the hint! Now I changed the field in "/etc/passed" from
"/home/Administrator" to "/cygdrive/h" and ssh stopped complaining.