If you want to edit data directly in the gridview in a 'dropdownlist' style, then you could use the 'type' => 'select' option of TbEditableColumn (YiiBooster) or EditableColumn (x-editable for Yii). This wiki shows how to get data from the db for the 'dropdownlist', by converting AR model data into an array that is passed in json format.
I keep a reference to some simple but painful task if you forget a common or something. I am new to Yii and this took awhile for me to figure out. Everything I read said do this or do that and not a single one worked for me. However, the following did.