Everybody gets the quote wrong.

Everybody quotes it as "The plural of anecdote is not data".

That's one of the few instances¹ when "data" takes the verb form "is". "Data" is plural, and, in normal speech, requires the plural form of the verb, as in "The data are correct." The singular frm is "datum".

¹Just about the only other one I can think of is when referring to the Star Trek character.

typo apology: "frm" = "form"