How to scale effects with object like gaussian blur?

I apply a Gaussian Blur to a vector object and set the pixel blur, e.g., 16 pixels. However, if the object is later scaled to say 200% or 50%, the blur remains at 16 pixels and obviously doesn't look right anymore. 

How can I get effects to scale in proportion? So my 16 pixel blur should be 32 pixels at 200% scaling, or 8 pixels at 50% scaling? (This is like for outlines, "scale with object.")

I have the blur effect applied across many objects so it is not easy to manually update each one.

Thank you