Ask the payroll department and they should prepare the 1042S. However, the $5,000 tax treaty probably will not be granted since the change of the visa type. According to the U.S./China treaty, you must come to the United States as a resident of China, for the primary purpose of being a student, not to simply accompany a primary visa holder. Unofficially, the IRS allows you to change your status within about 60 days of arrival to qualify for the exemption.