Possible Causes

WARNING: This page is about a different car, the 2003 Mazda MPV and 2002 Mazda MPV. However, it is still accessible from the selected car via links, so may be relevant.

Connector or terminal malfunction.
EGR valve malfunction.
Open circuit between EGR valve and main relay.
Open or short circuit between EGR valve and PCM harness connectors.
PCM malfunction.