First of all, the command SetValue sets the value of any editable HTML text-element, in this case and if you want to select the option in a drop down menu, the best function is SelectOptionByXXX. This function selects one option among those contained in a <select> element.
If you record the navigation using the Denodo Toolbar and check the NSEQL code in the sequence, you will have something similar to:
In this case, "Huntington Beach" will be selected in the drop down menu.
In the previous command, the "regex" indicates that the value is a regular expression (JAVA regular expression). Therefore, you can modify the expression to indicate only the first part of the text, for example:
And, finally substitute the name by a variable: