I came across this note for speeding Google Analytics by using a local copy of urchin.js.

http://www.askapache.com/2007/webmaster/faster-google-analytics-with-a-local-urchinjs.html

Maybe this would help with Philipp's problem if it still exists.

   http://blogoscoped.com/archive/2005-11-21-n74.html

Sounds good, but wonder if it's against the TOS for Analytics?