A citation for a data set is very similar to that for a research publication. The basic elements are:
Data citations may also include:
Charbonneau, P., Dyer, E., Lee, J., Yaida, S. (2016). Data and scripts from: Linking dynamical heterogeneity to static amorphous order. Duke Digital Repository. https://doi.org/doi:10.7924/G8VD6WC5
Deschenes, Elizabeth Piper, Susan Turner, and Joan Petersilia. Intensive Community Supervision in Minnesota, 1990-1992: A Dual Experiment in Prison Diversion and Enhanced Supervised Release [Computer file]. ICPSR06849-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2000. doi:10.3886/ICPSR06849
Sidlauskas B (2007) Data from: Testing for unequal rates of morphological diversification in the absence of a detailed phylogeny: a case study from characiform fishes. Dryad Digital Repository. doi:10.5061/dryad.20
For a quick guide to data citation, see this resource developed by the International Association for Social Science Information Services & Technology.
For more information about the guiding principles underlying the elements of a data citation, see the Joint Declaration of Data Citation Principles.
When you share your data in a repository, be sure to include the information needed to uniquely identify your dataset so that others can cite it easily. And note that sharing your data increases citations for the associated publication, too!