code: public function registerClientScript()
      {
          $id = $this->grid->options['id'];
          $options = Json::encode([
              'name' => $this->name,
              'class' => $this->cssClass,
              'multiple' => $this->multiple,
              'checkAll' => $this->grid->showHeader ? $this->getHeaderCheckBoxName() : null,
          ]);
          $this->grid->getView()->registerJs("jQuery('#$id').yiiGridView('setSelectionColumn', $options);");
      }
docs: Registers the needed JavaScript.
  @since 2.0.8