server {
    listen 80;
    server_name your.domain.com;

    location = /analytics.js {
        # you have to compile nginx with http://nginx.org/en/docs/http/ngx_http_sub_module.html (this is not default)
        # and http://nginx.org/en/docs/http/ngx_http_proxy_module.html (it's a default module)
        
        proxy_set_header Accept-Encoding "";
        sub_filter 'www.google-analytics.com'  'your.domain.com';
        sub_filter_types *;
        sub_filter_once off;

        proxy_pass https://www.google-analytics.com/analytics.js;
        break;
    }

    location / {
        proxy_pass http://www.google-analytics.com/;
    }
}