My wife and I live in Ky. Can we file Married Filing Separately on our Federal return and Married Filing Separately on a combined return for Ky taxes?

I went through at first as Married Filing Jointly as recommended for Federal, then MFS on a combined return for State. I then went back and changed my Filing status just to see, and suddenly I no longer had a Federal debt, and my return for Ky was about $2,000 more.