To establish a state residency, then you have to have certain requirements. Now , do you have a job in this state ? do you live there ? where do you vote ? where do you file your taxes , beside many reasons behind claiming any state residency on of the top reasons is how do you calculate your taxes. That being said , I assume that you are on a student visa, which means that you cannot claim a residency. However, if you work you can file your taxes towards state residency . I advise you that you get in contact with an immigration lawyer. he will advise you better.