Data requires citations for the same reasons journal articles and other types of publications require citations: to acknowledge the original author/producer and to help other researchers find the resource.
A dataset citation includes all of the same components as any other citation:
Unfortunately, standards for the citation of data are not uniformly agreed upon and have yet to be codified by the National Information Standards Organization (an organization that sets technical standards for other bibliographic materials). However, many data providers and distributors and some style manuals do provide guidelines. Some of these instructions are listed on this guide.
Be sure to follow the general citation format for the style manual your professor has asked you to use. It is always better to provide more information about a resource rather than less.
Mooney, H. (2012). How to Cite Data. Retrieved 18 September, 2012 from http://libguides.lib.msu.edu/content.php?pid=120322&sid=1035987
+61 2 6125 5111
The Australian National University, Canberra
CRICOS Provider : 00120C
ABN : 52 234 063 906