Can I place a UL iside a UL?

Can I put an UL inside Li's for example -

<ul id ="test">
<li><a href="#">test one</a></li>
<li><a href="#">test two</a></li>
<li><a href="#">test three</a></li>
<li><a href="#">test four</a></li>

<ul id = "test2">
<li>test2</li>
</ul>

</ul>

Yes but it needs to be inside of an li like so
<ul id="test">
<li><a href="#">test one</a></li>
<li><a href="#">test two</a></li>
<li><a href="#">test three</a></li>
<li><a href="#">test four</a></li>
<li>
<ul id="test2">
<li>test2</li>
</ul>
</li>
</ul>

Thanks!