Just as you cite journal articles, websites, and any books you reference in your publication, so too do you need to cite any data your publication uses.
Citing datasets, such as spreadsheets, interview transcripts, images, etc., is crucial in providing context for your research and giving credit to the individual who's data you've used.
For a complete description of data citation guidelines refer to pp. 210-211 of the Publication Manual of the American Psychological Association, 6th edition
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