This phrase is common, but I am not sure what it means.  What evidence is not anecdotal?  I see something happen and I report it.  This anecdote becomes part of the account of the life or lives of those involved.  A biography is just a collection of anecdotes.  History is just a collection of biographies.  By what alchemy of certification, statistics, graphs, corroboration or repetition does the evidence cease to be anecdotal?  If you were walking around a volcano, and a local said that he had seen signs of imminent eruption, would you dismiss this evidence as anecdotal?

Bloopers

Count Fedor Tolstoy was related to the great novelist.

Born in 1782, he joined the…Life Guards where he soon made a reputation for himself as a fire-eater duellist – he was said to have killed eleven men in duels in the course of his life – and card-sharp.  In 1803, he was a member of an embassy to Japan taken by Admiral Krusenstiern on his circumnavigation of the world.  Tolstoy made himself so obnoxious on board that Krusenstiern abandoned him on one of the Aleutian Islands – together with a pet female ape, which he may later have eaten.  (Pushkin, T J Binyon, Harper Collins, 2002, 96).

It can happen in the best of families, but either way, the ape was hard done by.