Possible Causes

WARNING: This page is about a different car, the 2003 Mazda 6. However, it is still accessible from the selected car via links, so may be relevant.

Possible causes are:

Neutral switch malfunction
Open circuit in Black wire between ground and neutral switch harness connector terminal "A"
Open circuit in Blue/Red wire between neutral switch harness connector terminal "B" and PCM 30-pin harness connector terminal "1W"
PCM malfunction
Poor connection of neutral switch or PCM harness connectors
Short to ground in Blue/Red wire between neutral switch 2-pin harness connector terminal "B" and PCM 30-pin harness connector terminal "1W"