You are a non-resident of KY being a full time student there.
You would;
1) Prepare the Federal Return
2) Prepare the non-resident KY return
3) Do a resident PA return reporting all your income (including what you earned in KY) and take a credit for taxes paid to another state (KY).
Students are considered as living in state they have residency established while away at school, which in your case is PA.
