If you changed your status here in US, then she needs to have her F-2 visa stampped before she enters in US. If you have done that somewhere else and if your I20 and her visa is valid, then it wont be any problem. But I suggest to carry "your statust verification letter" from the international office. Note that again, if you have only the status changed, but not the visa stampped in her passport, she needs that one to be done. Good-Luck