Everything in your configuration file looks okay. Do you know the size of the javascript files that come in pagespeed's error report? The possibilities are: 1. those files are smaller than 1k or 2. bigger than 8k. Make the following changes in your nginx.conf file and see if it works.
gzip on;
gzip_vary on;
gzip_disable "MSIE [1-6]\.";
gzip_proxied any;
gzip_http_version 1.1;
gzip_min_length 25;
gzip_comp_level 2;
gzip_buffers 16 32k;
gzip_types text/plain text/html text/css application/json application/javascript application/x-javascript text/javascript text/xml application/xml application/rss+xml application/atom+xml application/rdf+xml application/xhtml+xml image/svg+xml image/x-icon;
gzip_min_length 1000: Minimum file size that should be compressed. If your file size is less than 1k, nginx will ignore your file.
gzip_buffers 16 8k: Sets the number and size of buffers used to compress a response. If the buffer size needed for your file is more than 8k, it might not work.