The X‐chromosome is often excluded from genome‐wide association studies because of analytical challenges. Some of the problems, such as the random, skewed, or no X‐inactivation model uncertainty, have been investigated. Other considerations have received little to no attention, such as the value in considering nonadditive and gene–sex interaction effects, and the inferential consequence of choosing different baseline alleles (i.e., the reference vs. the alternative allele). Here we propose a unified and flexible regression‐based association test for X‐chromosomal variants. We provide theoretical justifications for its robustness in the presence of various model uncertainties, as well as for its improved power when compared with the existing approaches under certain scenarios. For completeness, we also revisit the autosomes and show that the proposed framework leads to a more robust approach than the standard method. Finally, we provide supporting evidence by revisiting several published association studies. Supporting Information for this article are available online.