Business out of state
If your business is conducted solely online through a website, then yes, you can register your company in a different state such as Nevada.
If your business is conducted in person, or you have a physical presence (such as an office, employees, or property such as a vehicle or real estate to be owned by the company) in the state of New Jersey, then that would be where you would need to register your business either as domestic of foreign entity.
Please keep in mind, Nevada can be an expensive state to register and maintain your company in. If you are eligible to register your corporation in Nevada, you may want to consider the possibility of registering in states such as Wyoming or Delaware, as they are generally much more cost-effective states to incorporate in.
We have an article which compares incorporating in Delaware, Wyoming and Nevada. You may find this to be very helpful.