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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.
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)
How to Cite Frequently Used Data Sources
These instructions cover citations for specific commonly-cited sources.
Relevant Projects and Organizations
"ORCID is an open, non-profit, community-based effort to provide a registry of unique researcher identifiers and a transparent method of linking research activities and outputs to these identifiers."
DataCite is a not-for-profit organization whose aim is to establish easier access to research data on the Internet, increase acceptance of research data as legitimate, citable contributions to the scholarly record, and support data archiving that will permit results to be verified and re-purposed for future study.
- The Dataverse Network Project
A part of Harvard University's Institute for Quantitative Social Science, "the Dataverse Network is an open source application to publish, share, reference, extract and analyze research data."