Annie Le, a doctoral student in pharmacology, was last seen Tuesday morning, and her purse, cell phone, credit cards and money were found in her office, authorities said.
Le, who planned to get married Sunday, has not contacted her family, co-workers or friends since.
The last sighting of Le was after she walked a few blocks from one office lab to another, reports CBS News Correspondent Kelly Wallace. Surveillance video captured Le entering the building, which was evacuated after an unexpected fire drill early Tuesday afternoon, Wallace adds. There is no evidence Le actually left.
State police with bloodhounds searched the area where Le was last seen, and authorities were continuing to search nearby, Yale Police Chief James Perotti said in a statement.
The FBI was assisting, and investigators also were reviewing images from closed-circuit cameras, Perotti said.
Le's fiance, Columbia Ph.D. student Jonathan Widawsky, along with Yale professors, colleagues, friends and family were also helping, Perotti said.
Asked about the possibility of foul play, Yale spokesman Tom Conroy said Thursday, "There's no evidence of it at this time."
Her fiance, family and friends are holding out hope that this mystery will be solved and that the wedding, which hasn't been officially cancelled, can ultimately go on, says Wallace.
Le was excited about getting married and is energetic and conscientious, said Debbie Apuzzo, who works in the pharmacology department. "We're just praying that she's just going to pop up somewhere and everything is okay. We're not going to look at the worst here," Apuzzo told CBS News.
Lab technician Laurie Boreli remarked to CBS News, "We're all kind of on edge walking around, because we don't know what happened so we'd just like to hear what happened and know that we're safe."
On her Facebook page Sunday, Le wrote, "Less than one week 'til the big day," Wallace notes.
Two of Widawsky's lab partners at Columbia tell "The Early Show" Le visited him as recently as Friday night, and that the two seemed really excited about their upcoming wedding.
Le's lab is in the Yale Medical School complex, slightly less than a mile from the main campus.
FBI agents were spotted Thursday at her New Haven apartment but declined to comment.
Le, 4-foot-11 and 90 pounds, is of Asian descent and has brown hair and brown eyes. She is from Placerville, Calif., the Yale Daily News reported. She received her undergraduate degree in bioscience in 2007 from the University of Rochester in New York, said Sharon Dickman, a university spokeswoman.
While at the University of Rochester, she did a summer project at the National Institutes of Health on bone tissue engineering with a goal of regenerating tissue for people suffering from degenerative bone diseases. She said her career goal was to work as an NIH investigator or as a professor.
Her mentor, Rocky Tuan, described her as bright and hardworking, saying the NIH undergraduate scholars program was very selective.
"She's a very happy person," Tuan said. "Everybody got along with her. She's always smiling, laughing."
After Wallace's report on "The Early Show", criminologist Pat Brown discussed the possibilities that foul play was involved, that Le or Widawsky got cold feet, that the fire drill could have been a ruse, and other aspects of the case:
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