On Tuesday, the Mexican navy issued a statement saying the Americans were visiting a training course being held in a rural, mountainous area south of Mexico City. Some local press had previously said the Americans were acting as trainers or instructors.

Mexican Attorney General Marisela Morales was asked Wednesday why the two Americans were allowed to return to the U.S. even though an investigation is under way. She said they were allowed to go "so that they can be treated in the place they think is safest."

Morales said they could testify later in the case of 12 federal police officers who allegedly shot at their vehicle Friday.

On Tuesday, President Felipe Calderon promised a "thorough investigation with all rigor and severity" would determine whether the shooting was a case of mistaken identity or a purposeful attack.

"Whether the shooting was due to negligence, or complicity, or a lack of training, or a lack of trustworthiness, these events are unacceptable," Calderon said.

The two Americans were on their way to the navy training course accompanied by a Mexican navy captain in an embassy vehicle with diplomatic plates, when four vehicles, all apparently carrying federal police, began chasing them and opened fire.

The Americans suffered non-life-threatening injuries. The navy captain was not injured.