I have a proposed a new test to detect collusion that is based on participation decisions. The test is conducted by estimating two simultaneous discrete choice equations with methods proposed by Tamer (2003). This test can be applied to all environments where independent and mutually exclusive markets can be defined. Auctions are only one potential application environment. The test is best suited for detecting territorial allocation schemes. It can also be used to detect phony bidding but there are also other tests for that purpose. Monte Carlo analysis shows that this test has the desired properties. Namely that it is robust to missing variables unlike the existing test with otherwise similar properties by PZ. The PZ test is better in a sense that it requires less from the data, both in terms of number and the nature of observations. The old test also has better convergence properties and better power. The new test complements it as it can be used to check whether the model has important missing variables that would invalidate the existing test approach.