It is most probably either a regular comparative or one built by analogy to other regular comparatives.
Not sure if it is possible to prove or disprove the existence of and adj. *anterus to which anterior would be the comparative, in the same way that posterior is of posterus. Disclaimer: this is out of my comfort zone, and has to be taken as a not-very-informed hypothesis.
Posterus is the adj., postea the adverb. *Anterus would be the adj. corresponding to adv. anteaantea.
About the existence of *anterus and the hypothesis that anterior is its regular comparative, I found two pieces of evidence: a XIX century lexicon by a Latin Professor at Oxford and a XV century book actually written in Latin by a prominent Flemish humanist (according to wp).
Now, L&S says anterior is late Latin and cites Sulpicius Severus using the word as early as the V century. Whether *anterus existed or not (at least in spoken) at that time, I haven't been able to foundfind any evidence. The fact that it doesn't show up in good dictionaries or corpora is a good argument against its popularity. But even if it did not exist, the -r- could have been derived (as an innovation) by analogy with postea > posterus > posterior
As noted by Colin and Hugh, the same analogy works with other adverb/adjective pairs: