I have this code:
$dataProvider, \'filterModel\' => $searchModel, \'columns\' => [ [\
I got the solution from Samdark, contributor of yii. need to use format=>'raw':
... 'format' => 'raw', 'value'=>function ($data) { return Html::a(Html::encode("View"),'site/index'); },
need to use Html::encode() to ecape XSS