var _monthList = [
    {id:"1",name:"January"} ,
    {id:"2",name:"February"} ,
    {id:"3",name:"March"} ,
    {id:"4",name:"April"} ,
    {id:"5",name:"May"} ,
    {id:"6",name:"June"},
    {id:"7",name:"July"} ,
    {id:"8",name:"August"} ,
    {id:"9",name:"September"} ,
    {id:"10",name:"October"} ,
    {id:"11",name:"November"} ,
    {id:"12",name:"December"}];


function createYears(){
    var _year = [];
    for (var i = 2000; i<=new Date().getFullYear(); i++){
        _year.push({id:i, name:i});
    }
    $("#cbYear").html(createOptions(_year));
}

function createMonths(){
    $("#cbMonth").html(createOptions(_monthList));
}

function createDates(){
    var _dates = [];
    for (var i=1; i<=31; i++){
        _dates.push({id:i, name:i});
    }
    $("#cbDate").html(createOptions(_dates));
}

function createOptions(dataset){
    var optionStr = "<option></option>";
    $.each(dataset, function(key, value){
        var id = value.id? value.id:key;
        var text = value.name;
        var val = value.value?value.value:value.id;
        optionStr += "<option id="+ id + " name='"+ text+ "' value='"+ val + "'>"+ text + "</option>"
    });
    return optionStr;
}

function registerEvents(){
    $("select").on("change", function(e){
        validateDate();
    });
}

function validateDate(){
    var _date = $("#cbDate option:selected").val();
    var _month = $("#cbMonth option:selected").val();
    var _year = $("#cbYear option:selected").val();
    if(_year && _month && _date){
        var dateObj = new Date(_year, _month-1, _date);
        if(_date != dateObj.getDate()){
            $("#lblError").text("Please Select a valid date");
        }
        else{
            $("#lblError").text("");
        }
    }
}
    
(function(){
    createYears();
    createMonths();
    createDates();
    registerEvents();
})()

select{
    background:#fff;
    color:blue;
    width:100px;
    padding:5px;
    border-radius:4px;
    border: 1px solid gray;
}

.error{
    color:red;
}

<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.11.1/jquery.min.js"></script>
<select id="cbYear"></select>
<select id="cbMonth"></select>
<select id="cbDate"></select>
<br />
<span id="lblError" class="error"></span>