Why does storing references (not pointers) in containers in C++ not work?

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In my program I have a STL set.

set<string> myStrings;

To improve the efficiency of my code I changed it to hold, only pointers. (I don't need actual string copies to be stored.)

set<string*> myStrings;

I have read that it is a good practice to substitute pointers with references when possible. (Of course, only if the actual functionality of a pointer is not needed.)

set<string&> myStrings;

The latter one gives me a lot of compiler errors, though. Why is it not possible to use references as container elements?

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