You can do it through PHP but the ideal is to do it directly from an .htaccess file in the root of each domain.
There are two ways to do it. In most cases the second option shown here works better:
1st Option:
AddOutputFilterByType DEFLATE text/text text/html text/plain text/xml text/css application/x-javascript application/javascript
2nd Option:
mod_gzip_on Yes
mod_gzip_dechunk Yes
mod_gzip_item_include file \.(html?|txt|css|js|php|pl)$
mod_gzip_item_include handler ^cgi-script$
mod_gzip_item_include mime ^text/.*
mod_gzip_item_include mime ^application/x-javascript.*
mod_gzip_item_exclude mime ^image/.*
mod_gzip_item_exclude rspheader ^Content-Encoding:.*gzip.*
