As the authors note, the familywise error rate (FWER) is used rather often, whereas the per-family error rate (PFER) is not. Is this as it should be? It would seem that no universal answer is possible, as context determines which is more appropriate in any given application. In the general scenario of testing the benefit of an intervention, one might ideally want an error rate that aligns with the decision for benefit. In most cases the FWER does this pretty well, while allowing one to identify those endpoints for which benefit exists. The PFER does not seem to have any advantage over the FWER in this general testing scenario. Perhaps in some other scenarios the PFER might have some reasonable role.
Troendle, James F.; Martin, Keshia-Lee; and Berger, Vance W.
"Per Family Error Rates: A Response,"
Journal of Modern Applied Statistical Methods:
1, Article 7.
Available at: http://digitalcommons.wayne.edu/jmasm/vol14/iss1/7