TRIPOLI, Lebanon - 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 that his disappearance was a hoax.

There have been several contradictory reports about the fate of Marine Cpl. Wassef Ali Hassoun 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 Navy Criminal Investigative Service was still being treated as a missing person investigation, he said.

On Saturday, a statement posted on a Web site known for extremist Muslim comment 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 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.