They kept their cool. They ran the ball despite being down 20 points, because that's who they are. The defense did a good enough job slowing Baylor down in the 4th quarter. Petty is an excellent QB and he was on fire.
Oh yeah, and special teams. Some teams work on that.
They got two huge breaks with the block in the back and facemask. Baylor certainly helped them out. Then again, Cook threw two terrible, momentum killing INTs. MSU showed a lot by coming back.