It's quite old and I like to say: If you think about it, it actually is.

While that version is much more popular, it's a mutation of the original quote which actually stated the exact opposite: http://blog.revolutionanalytics.com/2011/04/the-plural-of-an...

I dislike it because it is counterfactual. Each anecdote is a datum.

The plural of anecdotes is non-experimental data, but data nonetheless.

I first heard it from Alan Armstrong, CEO of Eigenworks.