First of all, be informed that you are going in one of the most complex and still not completely debugged part of the framework (I mean, clientScript, ajax and so on is not as stabe as you can hope).
You can do something like:
Create a subview like that:
<div id="toreplace">
<?php CHtml::activeDropDownList($model, 'attribute1', CHtml::list([...], array('onChange'=>ajax([...]))))?>
<?php CHtml::activeDropDownList($model, 'attribute2', CHtml::list([...], array('onChange'=>ajax([...]))))?>
<?php CHtml::activeDropDownList($model, 'attribute3', CHtml::list([...], array('onChange'=>ajax([...]))))?>
</div>
In the controller, create an action ajax like that:
public function actionAjax()
{
// do what you have to do
$this->renderPartial('subview');
}
The change on the dropDownList will lauch an ajaxRequest to the actionAjax, that will return the subview. This subview will be replaced in your page.
If you have any problem, first of all use firebug, there is a practical console that shows all javascript and so the ajax request.
If you still have problem, try posting again!
Ps: there are even other method, with more javascript and less render. mdomba is the guru about it.