If the EGR valve sticks shut, then detonation(pinging) will often occur.
If it sticks in the open position or fails to close all the way, it acts like a vacuum leak resulting in a rough idle, hesitation and possible stalling.
In addition to those symptoms, the EGR can cause many other odd problems, just like a bad PCV valve can. You'd be surprised how such a small cheap part like a PCV valve can make you run in circles trying to figure out what's wrong.
What are you experiancing, and why do you think its the EGR? If you explain your problem, we may be able to help you better.....