BOSTON (AP) — As police and U. S. military officials searched for three Afghanistan National Army officers who went missing during a training exercise at a Cape Cod military base, Massachusetts Gov. Deval Patrick said one of the possibilities being investigated is that they may be trying to find a way to stay in the United States.

Patrick said Monday that the military does not believe the three soldiers pose a danger to the public.

"I don't have a reason to believe that they pose a threat. They were vetted by the military, they were cleared by the military," Patrick told reporters while he visited a preschool program in Quincy.

"There is a lot of speculation within the military that they may be trying to defect," he said.

Lt. Col. James Sahady of the Massachusetts National Guard said there were no details to report on the search Monday.

Military officials said the Afghan soldiers had been participating in a U.S. Central Command Regional Cooperation training exercise at Joint Base Cape Cod. They arrived at Camp Edwards on Sept. 11 and were last seen Saturday at the Cape Cod Mall in Hyannis during an off day for the program.

The soldiers were reported missing by base security personnel Saturday night. They were identified as Maj. Jan Mohammad Arash, Capt. Mohammad Nasir Askarzada and Capt. Noorullah Aminyar.

It's not unusual for foreign military members to go missing when they are in the U.S. for training missions. Earlier this month, two Afghan police taking part in a training mission at Marine Corps Base Quantico in Virginia disappeared. They were later found in Georgetown.

On Monday, Army Col. Steve Warren, a Pentagon spokesman, said the 14 Afghans taking part in the Cape Cod military exercise were "thoroughly vetted" prior to coming to the U.S., so officials do not believe they are a threat.

The Regional Cooperation training exercises have been held annually since 2004 to promote cooperation and interoperability among forces, build functional capacity, practice peacekeeping operations and enhance readiness.

This year's exercise, which involves more than 200 participants from six nations including the U.S., is scheduled to wrap up Wednesday. Military officials from Tajikistan, Pakistan, Kazakhstan and Mongolia are also participants.

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Associated Press writer Lolita Baldor in Washington also contributed to this report.