BLOOMINGTON, Ind. -- The parents of a missing Purdue University student talked with 6News Friday about their certainty that he didn't just walk away.

Wade Steffey, 19, of Bloomington, left a fraternity party four weeks ago and hasn't been seen since.

The search continues in West Lafayette on Saturday, as hope of finding Steffey, a freshman at Purdue, slowly fades.

"We have our terrible moments, and they are terrible, they are very terrible and I don't know how to put it into words," said Dawn Adams, Steffey's mother. "We have to stay strong because we could get him back and he may need us."

Adams said the scenarios about what could have happened to her son race through her mind, but she reminds herself that she simply cannot know. Students, friends and strangers have scoured the area looking for Steffey.

"Our spirits are buoyed by people who won't let us stay down very long, but there are certainly down moments," said Dale Steffey, Wade's father.

Steffey's parents said they know there are rumors that he might have left on his own, but said the man they have known all of his life, who took karate, played soccer and wrestled, always finished what he started.

Steffey's parents have many reasons to back up the thought that he didn't leave, such as a passport that just came in the mail and speakers for his computer that he had ordered.

"He wasn't wearing a jacket. He left his cell phone charger," Dale Steffey said. "As far as we know, he only had about $50. There's been no use of his credit cards or his ATM card."

The family's thoughts are filled with the realization that if he didn't leave on his own, Wade Steffy might be in danger or worse, 6News' Cheryl Jackson reported.

"People die in a lot of different ways all the time at all ages," Dale Steffey said. "Grief and not knowing is a very different state of existence."