It's important to cite data in order to:
Typically, the following elements should be included when citing a data set:
An example of how to appropriately cite data would be:
Irino, T; Tada, R (2009): Chemical and mineral compositions of sediments from ODP Site 127‐797. Geological Institute, University of Tokyo. http://dx.doi.org/10.1594/PANGAEA.726855
DataCite - gives examples of data citation.
ICPSR - offers guidelines and best practices for citing social science research data.