If you are a a dependent on your parents' tax return, your state of residence is the state that your parents live in. Living away at school is a "temporary absence" and they can still say you lived with them all year when they claim you on their tax return.
If you earned money in the state where you attended college, you will need to file a NON-resident state return for that state, and then file a resident state return for the state that is your residence. Always prepare the NON-resident return first so the other state gives you credit for tax withheld.
https://ttlc.intuit.com/questions/2895920-why-would-i-have-to-file-a-nonresident-state-return