add_settings_field(
            'category_options_select',
            'Category',
            array( $this, 'category_options_select_callback' ),
            'my-setting-admin',
            'api_options',
            array (
                'label_for'   => 'Categories', // makes the field name clickable,
                'name'        => 'category', // value for 'name' attribute
                'options'     => array (
                    '1' => '1',
                    '2' => '2',
                    '3' => '3',
                ),
                'option_name' => 'test'
            )
        );

function category_options_select_callback( $args )
{
    printf(
        '<select name="%1$s[%2$s]" id="%3$s">',
        $args['option_name'],
        $args['name'],
        $args['label_for']
    );

    foreach ( $args['options'] as $val => $title )
        printf(
            '<option value="%1$s" %2$s>%3$s</option>',
            $val,
            selected( $val, $this->options['categories'], FALSE ),
            $title
        );

    print '</select>';
}