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Example 5: Generating dropdownlist with option groups.
from http://www.yiiframework.com/wiki/48/by-example-chtml/#hh4

If you need to generate dropdownlist using both optgroup and option tags use the following code.

<div class="cars-select">
    <?php echo CHtml::dropDownList('Cars', 'car_id', array(
        'Mazda'=>array(
            'mazda-rx7'=>'RX7',
            'mazda-rx5'=>'RX5',
        ),
        'Volvo'=>array(
            'volvo-b9tl'=>'B9TL',
            'volvo-l90e-radlader'=>'L90E Radlader',
        ),
    )); ?>
</div>

But i get the data from the Database with following table-structure:

Table Studycourse: 
id, coursename, extension_of

1, Law, 0
2, Economics, 0
3, Business Law, 1
4, Macro Economics, 2


How can i populate a dropdownlist with option groups?

It should generate the following html:

<select name="studycourse" id="course">
        <optgroup label="Law">
            <option value="law-business">Business Law</option>
        </optgroup>
        <optgroup label="Economics">
            <option value="economics-macro">Macro Economics</option>
        </optgroup>
</select>