it's fine both ways.
USUALLY, you'll see "that" after "said" -- really for no other reason than that it's considered more attractive to write it that way.
on the other hand, it's not wrong to omit "that".
if there is another instance of the word "that" nearby, then this instance of "that" becomes more likely to be eliminated, for the sake of reducing unattractive repetition.
for instance:
At one time, the majestic American chestnut was so prevalent that it was said a squirrel could jump from tree to tree without once touching the ground between New York State and Georgia. (correct answer on GMAT PREP)
... but
It can hardly be said that educators are at fault... (og12 #57)
so, yeah, can't use this one for elimination. sorry.
Ron has been teaching various standardized tests for 20 years.
--
Pueden hacerle preguntas a Ron en castellano
Potete chiedere domande a Ron in italiano
On peut poser des questions à Ron en français
Voit esittää kysymyksiä Ron:lle myös suomeksi
--
Quand on se sent bien dans un vêtement, tout peut arriver. Un bon vêtement, c'est un passeport pour le bonheur.
Yves Saint-Laurent
--
Learn more about ron