The requirement is to have a dropdown of string collection which can be different from row to row. So I used ItemsSourceBinding according to the document. But the combox didn't show up when I clicked the cell.
<telerik:GridViewComboBoxColumn Header="Reason"
DataMemberBinding="{Binding MyReason}"
HeaderCellStyle="{StaticResource GridHeaderStyle}"
ItemsSourceBinding="{Binding ValidReasons}"
IsComboBoxEditable="True"
EditTriggers="CurrentCellClick"
IsReadOnly="False"
GroupMemberPath="Check"
/>
"GroupMemberPath" was there before. I added "IsComboBoxEditable", "EditTriggers" and "IsReadOnly" and found nothing changed. I assumed that IsComboBoxEditable can be used if the reason is not found in "ValidReasons".