I am currently in the process of applying for tenure-track assistant professor jobs. I was wondering whether I should write "we" or "I" in my research statement. While it is true that I did not do all the research on my own, I have heard that in a research statement, I am trying to sell my research agenda and thus should use "I" rather than "we". Nevertheless, I get an odd feeling as if I am taking all the credit for something that was done with other researchers.
A research statement is a mix of past and future.
When you are talking about the past, you should be honest about the fact that you are not working in isolation---in fact, that is a good thing. Use "we" or "my collaborators and I" or whatever most accurately describes what actually happened.
The other key part of a research statement, however, is your views about the future: what you think is important, what your ambitions are for the future, etc. Those are unambiguously your own opinions, and should be "I" statements.