COLUMBIA, S.C.—A student from Columbia studying at Stanford University in California has been chosen as a Rhodes Scholar.   Katherine Niehaus is one of 32 American students who were awarded scholarships to study at Oxford University. Niehaus will have all her expenses paid to the prestigious university in England.   Niehaus' work focuses on biomechanics and she wants to apply her research to high technology entrepreneurship. She also is a mentor and tutor for students in low income families. Niehaus was star student and track athlete at Spring Valley High School, where she won 14 state championships. She was the captain of Stanford's track and cross country teams.