$(function() {
    $("#btn1").click(function() {
        var seloptions = $("select#sel_country").val();
        if (seloptions == "") {
            $("#result").addClass('error');
        } else {
            $("#result").removeClass('error');
        }
    });
});

Setting Validate Copy Format

.select{
  border:1px solid #442299;
}

.error{
  border:1px solid red;
}

Setting Validate Copy Format

<div id="panel">
  <select id="sel_country" size="4" class="select">
    <option value="India">
      India
    </option>
    <option value="USA">
      USA
    </option>
    <option value="UK">
      UK
    </option>
    <option value="England">
      England
    </option>
    <option value="France">
      France
    </option>
    <option value="Australia">
      Australia
    </option>
    <option value="Norvey">
      Norvey
    </option>
    <option value="South Africa">
      South Africa
    </option>
    <option value="Malesiya">
      Malesiya
    </option>
    <option value="Dubai">
      Dubai
    </option>
  </select>
  <br/>
  <input type="button" id="btn1" value="Get Selected Values" />
  <div id="result">
  </div>
</div>

Copy Format

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