Try something like:
xi: xtmixed Attitude i.Mar_status*Wave || Id:
Here you are using a mixed-effects model as John pointed out, with intercepts (the || part and what follows to the right) being allowed to vary randomly within each individual (you could also include random coefficients . Allowing marital status to vary as time passes (i.e. Wave) would be what the interaction term does (i.e. Mar_status*Wave expands to include the main effects).
That's an answer, now here's a question to those listening:
What does one do with random effects that vary over time (i.e. change in cluster membership)?
Taking the above example, say city of residence is something one wanted to look into.
I'd could do something like (may not be the best example...):
xi3 i.Mar_status*Wave*City
xi: xtmixed Attitude Wave City _I_* || Id:
but wouldn't below be the correct alternative?
xi: xtmixed Attitude Wave City _I_* || City: || Id:
Regards
Stefan
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