Possible Causes

WARNING: This page is about a different car, the 2003 Mazda Protege5 and 2003 Mazda Protege. However, it is still accessible from the selected car via links, so may be relevant.

Connector or terminal malfunction.
Open circuit between main relay and purge solenoid valve.
Open or short circuit between purge solenoid valve and PCM.
PCM malfunction.
Purge solenoid valve malfunction.