Updated: Misread original question. Updated code.

Is it possible? Yes. Here is one way to do it. (Perl/Tk. May need to adapt it for your particular GUI)

use warnings;
use strict;
use Tk;

my %w;

$w{mw} = MainWindow->new;

my $col = 0;

for my $cb ( 1 .. 5 ) {
    $w{cb}{$cb} = $w{mw}->Checkbutton(
        -text  => $cb,
    )->grid(
        -row => 0,
        -column => $col++
    )
}

$w{cba} = $w{mw}->Checkbutton(
    -text    => 'All',
    -command => sub{ for ( values %{$w{cb}} ) { $w{cba}->{'Value'} ? $
+_->select : $_->deselect } },
)->grid(
    -row    => 0,
    -column => $col++
);

MainLoop;
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