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The statement is false because in the context of the Program Data Vector (PDV) in SAS, both key components and data components can be defined as PDV columns. The PDV is a memory area where SAS builds a data set, and it contains all the variables (including both key components, such as unique identifiers, and data components) that are needed for processing each observation in the dataset.

In practice, while key components are often crucial for uniquely identifying the records and may receive special attention, they do not have to be defined separately as PDV columns if they are not directly used in the data processing steps. Data components, on the other hand, are typically just regular variables that hold values and also must be included in the PDV when being processed in the DATA step. Thus, it is not accurate to say that only key components must be defined in the PDV.

Understanding the PDV is essential for advanced SAS programming as it directly affects how data is read, processed, and output in a SAS session.