No, if you live in UP and have completed 11 / 12th from UP then there is no need to provide domicile certificate but its better for you to make a certificate to avoid last minute glitches if occur , here is the link of the official document for upsee counselling
https://upsee.nic.in/publicinfo/Handler/FileHandler.ashx?i=File&ii=265&iii=Y
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