The EGR valve is designed to recirculate exhaust gases into the intake charge to lower combustion temperatures.  The EGR valve can either fail by being clogged with carbon from the circulating exhaust gases or the vacuum diaphram can rip.  If the internal passages are clogged with carbon, the EGR valve can be removed and cleaned manually.  If the diapram is ripped, it needs to be replaced.  Replacement units can only be bought from the Mazda dealer.  EGR valve are typically manually tested by most stringent emisssions testing procedures.

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