As a first step try to connect a Model Comparison Node directly to the MBR node. What does your Filter Node do? Hopefully not dropping all the test observation. You can select the Model Comparison Node, then click on Imported Data, and Browse directly the Test Data. Does it have predictions (not missing)? Is the target variable OK (not missing)? Are you saying that Test ASE, etc are all missing in the Fit Statistic Table?
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