Here my question is:
How can I change the state of my default set object using multiple select ?
Here let's say, I have states checkDevice and checkCountry, so in the below fiddle I did set all values to false. 
I want to set the values of only those properties to true which are selected in the multi select dropdown.
For example: In multi select, if I just select US and UK then in my state is there a way to get something like:
checkCountry: 
     {
        'US': true,
        'UK': true,
        'JP': false
      }
class Box extends React.Component {
  constructor() {
    super();
    this.state = {
      checkDevice: {
        'iPhone 4': false,
        'iPhone 5': false,
        'iPhone 6': false,
        'iPhone 7': false,
        'iPhone 8': false,
        'iPhone X': false,
      },
      checkCountry: {
        'US': false,
        'UK': false,
        'JP': false
      }
    }
  }
  componentDidMount() {
    $(document).ready(function() {
      $('#country').material_select();
    });
    $(document).ready(function() {
      $('#device').material_select();
    });
  }
  render() {
    return ( 
    <div className="card" style={{width:900,margin: 'auto'}}>
        <form className="row">
          <div className='col s6'>
            <div className="input-field">
              <select value="" multiple id="country">
                <option value="" disabled selected>Choose your option</option>
                <option value="1">US</option>
                <option value="2">UK</option>
                <option value="3">JP</option>
              </select>
              <label>Country</label>
            </div>
          </div>
          <div className='col s6'>
            <div className="input-field">
              <select value="" multiple id="device">
                <option value="" disabled selected>Choose your option</option>
                <option value="1">iPhone 4</option>
                <option value="2">iPhone 5</option>
                <option value="3">iPhone 6</option>
                <option value="4">iPhone 7</option>
                <option value="5">iPhone 8</option>
                <option value="6">iPhone X</option>
              </select>
              <label>Devices</label>
            </div>
          </div>
        </form>
        <div className="row">
        <div className="col s6">
          <pre>{JSON.stringify(this.state.checkCountry,null,2)}</pre>
        </div>
        <div className="col s6">
          <pre>{JSON.stringify(this.state.checkDevice,null,2)}</pre>
        </div>
        </div>
       </div>
    );
  };
}
ReactDOM.render( < Box / > , document.getElementById('root'));<link href="https://cdnjs.cloudflare.com/ajax/libs/materialize/0.98.0/css/materialize.min.css" rel="stylesheet" />
<script src="https://unpkg.com/react@16/umd/react.development.js"></script>
<script src="https://unpkg.com/react-dom@16/umd/react-dom.development.js"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.2.1/jquery.min.js"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/materialize/0.100.2/js/materialize.min.js"></script>
<div id='root'></div>CODEPEN, this will give you more freedom to play with.
UPDATE:
Here in the official documentation of React, we can see how to change the complete state, but is there a way to change just the property of the existing value
For Example::
handleChange(event){
    this.setState({checkCountry["event.target.value"] === true ? false: true});
} 
But I don't think, I can get in this way. But I'm trying something like this.
Ans to questions that might help: Updating an object with setstate in react
 
     
     
    