Validate whether foreign key exists if not nil

Validate whether foreign key exists if not nil

I have a many-to-one relationship defined in Rails 4:
class Event < ActiveRecord::Base
belongs_to :user
end
How do I check, that the :user key exists if it is set?
The following correctly checks, that the key exists but does not allow for
`nil? values:
validates :user, presence: true
The following allows any value, even non-existing IDs:
validates :user, presence: true, allow_nil: true
How do you do such kind of validation.