You can change your status to F1- f2 easily but you need the required documentatation. First of all you need to go to the consular and put the wife's name in i-20 and there is a list of documentation which you need ... the advisor or international advisor will provide during the consultation. You also need bank statment showing of F1 showing that the amount would be sufficient for 2 people.

The process will take somewhere between 4 -6 months