You can find some interesting data sets in the following link:

http://www.cc.uah.es/drg/c/RHH_RAISE12_Repos.html

As for analyzing the data, it totally depends on how deep you want to go with analysis. The following is a very fruitful blog that shows you steps on how you can be a data scientist (the deepest level or highest level in analysis): 

http://www.r-bloggers.com/software-engineers-guide-to-getting-started-with-data-science/

I hope this helped.

What do you mean by software engineering data, a particular software project requirments or data about software engineering dicipline ? If you mean requirement gathering (collection) and analysis, any of case tools, such as Enterprise Architect, would be helpful. You can find many examples (tutorials) inside the tool.

what I need is to analyse data collected after software release related to its performance, bugs, code duplication, inconsistent comments, etc. Thank you,

Google "Mining software engineering data", you will find millions of resources.

For code duplication, comments etc. or static code analysis in general there is a tool called SonarQube. The developers have a public instance where you can access their analysis results.

http://nemo.sonarqube.org/dashboard/?did=67

As you can see, there are a number of tools and techniques. Using the basic answer is that it depends on what characteristic you wish to analyze. You could also just use a spread sheet. Generally, analysis is not the problem. The challenges lie in data collection and establishing what the results mean.