you dont need to compress it you just need a limiter, have your sub bass playing on its own then wack a spectral anylizer on it and you will notice that some notes are quieter than others. Putting a limiter on your sub is pretty much vital as it makes every note as loud as the next note, keeps the sub consistent. The compression is used right at the end of the production and gives it that "in ya face feel".... if the setting are right. Some producers do use compression on other elements before the mastering ie hi hats etc for release, attack variations.
