With the help of epigenome-wide association studies (EWAS), increasing knowledge on the role of epigenetic mechanisms such as DNA methylation in disease processes is obtained. In addition, EWAS aid the understanding of behavioral and environmental effects on DNA methylation. In terms of statistical analysis, specific challenges arise from the characteristics of methylation data. First, methylation β-values represent proportions with skewed and heteroscedastic distributions. Thus, traditional modeling strategies assuming a normally distributed response might not be appropriate. Second, recent evidence suggests that not only mean differences but also variability in site-specific DNA methylation associates with diseases, including cancer. The purpose of this study was to compare different modeling strategies for methylation data in terms of model performance and performance of downstream hypothesis tests. Specifically, we used the generalized additive models for location, scale and shape (GAMLSS) framework to compare beta regression with Gaussian regression on raw, binary logit and arcsine square root transformed methylation data, with and without modeling a covariate effect on the scale parameter.