Most likely you should file a NY income state tax return, but as a NON-resident, not as a Resident. Please read below...
Your domicile is in TX and per NY rules:"a dwelling place maintained by a full-time student enrolled at an institution of higher education, as defined in section 606(t)(3) of the Tax Law, in an undergraduate degree program leading to a baccalaureate degree, and occupied by the student while attending the institution is not a permanent place of abode with respect to that student. For purposes of this new rule, a full-time student means an individual who is carrying a minimum course load in a baccalaureate program of 12 hours per semester for at least two semesters, or the equivalent, during the tax year. Accordingly, the amendment does not provide an exception for graduate students pursuing a post-baccalaureate degree."
More details here.