The plural of anecdote is data.

Raymond Wolfinger (1931-2015) American political scientist and professor

Comment (c. 1969)
    (Source)

Notes:

• In a 2004 email to Fred R. Shapiro, editor of The Yale Book of Quotations, Wolfinger wrote: "I said 'The plural of anecdote is data' some time in the 1969-70 academic year while teaching a graduate seminar at Stanford. The occasion was a student's dismissal of a simple factual statement -- by another student or me -- as a mere anecdote. The quotation was my rejoinder. Since then I have missed few opportunities to quote myself."
• The first print appearance is in Roger C. Noll, "The Game of Health Care Regulation," in Richard S. Gordon, ed., Issues in Health Care Regulation (1980): "Most of the evidence is anecdotal. Nevertheless, in the words of a leading political scientist, Raymond Wolfinger, the plural of anecdote is data ...."