Filter categorical answers

How to filter categorical answers based on a categorical single selected question? Suppose the interviewer could apply the survey in three different States (A, B and C) and I would like to ask her, based in the State she is applying the survey, in what district is it beeing applyed (A1, A2, A3, B1, B2, C1, C2, C3, C4). I would like to show as answer options just the districts of the State she answered before.

This is easiest to do with cascading selection where your first step is selection of the state (A,B,or C) and the second step is selection of the district (A1, A2, …C4).
See here:

Best, Sergiy Radyakin