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A sensor node with multiple sensing units is called a multimodal or multivariate node. For multivariate stream on a sensor node, some data streams are elected as the base functions according to the correlation coefficient matrix, and the other streams from the same node can be expressed in relation to one of these base functions using linear regression. By designing an incremental algorithm for computing regression coefficients, a multivariate data compression scheme based on self-adaptive regression with infinite norm error bound for WSNs is proposed. According to error bounds and compression incomes, the self-adaption means that the proposed algorithms make decisions automatically to transmit raw data or regression coefficients, and to select the number of data involved in regression. The algorithms in the scheme can simultaneously explore the temporal and multivariate correlations among the sensory data. Theoretically and experimentally, it is concluded that the proposed algorithms can effectively exploit the correlations on the same sensor node and achieve significant reduction in data transmission. 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