CreateGameObject

using UnityEngine;
using System.Collections;

public class CreateGameObject : MonoBehaviour {

	public GameObject parentObject;
	public Transform grandParent;

	// Use this for initialization
	void Start () {
		GameObject myGameObject = new GameObject();
		myGameObject.name = "Child";
		myGameObject.transform.localScale = new Vector3 (10, 10, 10);
		myGameObject.AddComponent<Light>();
		myGameObject.transform.parent = parentObject.transform;
		parentObject.transform.parent = grandParent;
	}
}