I want to measure NJM7805 phase margin on a PCB. What should I do it?

LDO Linear Regulators

It is impossible to measure the phase margin as the NJM7805 feedback circuit is closed in IC.

We have to apply a small AC signal as a reference for an error amp in regulator IC to measure the phase margin.
You can measure the phase margin if you compare each phase difference of signals between the applied reference signal and the output signal. As NJM2387, adjustable voltage regulator can measure a phase margin on your application.