The object-oriented approach is to put the isValid method in Country and the other classes. It does not reduce the amount of null checks, but each method only has one and you don't repeat them.
public boolean isValid() {
return city != null && city.isValid();
}
This has the assumption that validation is the same everywhere your Country is used, but typically that is the case. If not, the method should be named hasStudent(), but this is less general and you run the risk of duplicating the whole School interface in Country. For example, in another place you may need hasTeacher() or hasCourse().
Another approach is to use null objects:
public class Country {
public static final Country NO_COUNTRY = new Country();
private City city = City.NO_CITY;
// etc.
}
I'm not sure it is preferable is this case (strictly you would need a sub class to override all modification methods), the Java 8 way would be to go with Optional as method in the other answers, but I would suggest to embrace it more fully:
private Optional<City> city = Optional.ofNullable(city);
public Optional<City> getCity() {
return city;
}
Both for null objects and Nullable only work if you always use them instead of null (notice the field initialization), otherwise you still need the null checks. So this option avoid null, but you code becomes more verbose to reduced null checks in other places.
Of course, the correct design may be to use Collections where possible (instead of Optional). A Country has a set of City, City has a set of Schools, which has set of students, etc.