PHILADELPHIA (CBS) — Classes are canceled at a small college in Maryland for a third straight day because of a missing student, a Cheltenham native, who may be armed, officials say.

Police in the Philadelphia region and in Maryland are on the lookout for 19-year-old Jacob Marberger, a sophomore at Washington College in Chestertown, Maryland.

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On Monday, Marberger’s family in Cheltenham told the college that he went home and in the middle of the night he took a rifle case, which may or may not have had the gun inside. His family also told police they haven’t been able to get a hold of him.

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College officials say he was recently suspended and there’s a warrant for his arrest because of an incident involving a gun in October. Cheltenham police say relatives reported he had become “despondent.”

Because of all this, Cheltenham High School was on lockout on Monday. The district remains on alert, but officials in Cheltenham and Maryland stress there hasn’t been a direct threat.

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Police say Marberger was last seen in a 97 green Range Rover with Pennsylvania tag J-W-Y-5876.