The U.S. Embassy said Thursday it has "credible information" that a missing U.S. Marine is in his native Lebanon, and the military said it was investigating the possibility his disappearance was a hoax.

There have been several contradictory reports about the fate of Marine Cpl. Wassef Ali Hassoun (search) since he went missing in Iraq more than two weeks ago.

An Iraqi militant group said Monday it was holding the 24-year-old Muslim in a safe place but hadn't killed him. Al-Jazeera television broadcast the statement from "Islamic Response," which claimed responsibility June 27 for Hassoun's kidnapping.

Elizabeth Wharton, public affairs officer at the U.S. Embassy in Beirut, said the embassy had "credible information" that Hassoun was in the country and safe, but she could not confirm it.

"We're working on confirmation of that," Wharton told The Associated Press.

Meanwhile, NBC reported that the Navy was investigating whether Hassoun's disappearance may be part of a kidnapping hoax. A Marine spokesman confirmed that the Navy investigation remains open.

"I don't think they're ruling that out. It would be fair to say they're not ruling that out," Maj. Nat Fahy said.

The investigation by the Navy Criminal Investigative Service (search) was still being treated as missing person investigation, he said.

On Saturday, a statement posted on a Web site known for extremist Muslim commentary said Hassoun, a Lebanese-born Muslim, had been beheaded. A day later, another Web statement declared the Marine had not been killed.

Reports emerged that he might have been freed after his family in West Jordan, Utah, said Tuesday that they had had word that he had been released and was safe, but they didn't know where.

A Lebanese Foreign Ministry official, speaking on condition of anonymity, said Hassoun "is with his parents" in northern Lebanon.

But journalists gathered outside the family's Tripoli home saw no sign of Hassoun's reunion with his relatives.

Hassoun's brother, Sami, refused to confirm or deny the information when reached by the AP for comment. "I have no time. I have no time," he said before hanging up the phone.

On Tuesday, Sami Hassoun said someone had visited the family in northern Lebanon and told them his brother was free and well. A Lebanese government official on Wednesday said the kidnappers released Hassoun after he pledged he would not return to the U.S. military.

Two FBI agents met with the Hassoun family in the United States for about 20 minutes Wednesday afternoon. The agents were not there to deliver any news to the family, but instead were sent to determine where the family was getting its information about Hassoun's whereabouts, agent Kelly Kleinvachter said.

Secretary of State Colin Powell was asked at a news conference earlier Wednesday whether the missing Marine had been in contact with the embassy.

"We have received reports he may be in contact with various individuals," Powell said. "There are other reports he may be in Lebanon. I can't confirm any of these."

The Marines said Hassoun disappeared June 20 on "unauthorized leave," but changed his status to "captured" after he turned up June 27 on television blindfolded with a sword hanging over his head.

On Tuesday a Lebanese government official said Hassoun had been released, but his whereabouts were unknown. The official, speaking on condition of anonymity, said the kidnappers freed Hassoun after he pledged not to return to the U.S. military.

Some of those claiming to be the captors have said he was romantically involved with an Arab woman and was lured away from his Marine base and captured. There also were reports that he might have been trying to get to Lebanon when he was captured.

Denying media reports that Hassoun has been staying at the American Embassy since returning to Lebanon, Wharton told the AP: "We have no confirmation of his location whatsoever ... We do not have any confirmation at this point of his location or whether he is in fact in Lebanon."

There were no overt signs of joy or preparations to welcome the Marine at the family residence, an apartment on the second floor of a six-story building in the low-income Abu Samra district of Lebanon's second-largest city.

On Tuesday, Sami Hassoun told AP that someone visited the family in northern Lebanon and told them his brother was free and well. A Lebanese government official on Wednesday said the kidnappers released Hassoun after he pledged he would not return to the U.S. military.

For Hassoun to make his way to Lebanon from Iraq, about 500 miles away, he would have to travel by land through Syria, which borders Iraq's western Anbar province, where Hassoun's unit, the 1st Marine Expeditionary Force, is based. Hassoun worked as a translator.

The United States has accused Syria of not doing enough to prevent militants from infiltrating its border to Iraq to fight U.S. and allied forces.

Syria is the main power broker in Lebanon, where it keeps thousands of troops. There are no direct flights from Lebanon to Iraq and another possible route, through U.S.-allied Jordan, is unlikely because he could end up with the Americans.

A senior U.S. military officer has said the media has been a major source of information for the Americans about the missing Marine, adding that Hassoun hasn't contacted the military since he was announced released.

Some media reports have said Hassoun, who was educated at American schools in Lebanon before joining the Marines after moving to Utah, fled his military camp near the restive Iraqi city of Fallujah after seeing one of his colleagues killed by a mortar shell, while others indicated he was lured out and captured.