You can do that if you like, but for sure the 1st 3 weeks will be in DXB. The cost would be yours of course. My take on it would be that you may get a small room, and not get the course study (self study) done with all the distractions a family with you would bring. I would not do it, but we are all different and what is good for me may not be for others and vice versa.
Good luck matey
EGGW