Want to start a LLC
You certainly could be a partner of a U.S. company, or you could even be the only owner of a U.S. company without being a citizen or resident of the United States. Owners of U.S. businesses are not required to have a visa, U.S. address or social security number.
We have a research article titled 'U.S. Companies for Foreigners', which will give further details on the process to register a U.S. company. Keep in mind though, owning a business is not the same as managing it or working for it. You should consult an immigration specialist to see what restrictions your visa has before making important decisions.