[Dove]

It is, of course, literally true that data is composed of a collection of data points -- you could call them anecdotes if you wanted to. But the point of the aphorism is that you can't go the other direction.

Anecdotes are isolated instances, things people remember and tell because they are interesting. They lack any sort of statistical control or rigorous documentation. If you have a bunch of anecdotes about socially awkward homeschoolers, you don't have any actual data on the incidence of social awkwardness among homeschoolers. You just have have a bunch of anecdotes.