Downstair's understsanding is correct. The filing status is different from the actual immigration status you are holding. But it does not mean they are totally irrelevant. There are two exceptions you need to pay attention to when you choose your filing status: 1) when you hold F-1 status more than 5 years, 2) after you submit your 485 application.
Please check the instructions and cautions for form 1040NR and related publications.
Just for refrence. Make your own judgement.