NEW YORK — Embattled NBC News anchor Brian Williams is backing out of scheduled appearance on David Letterman’s “Late Show” on Thursday.

That news from NBC came Sunday, a day after Williams said he was stepping away from NBC’s “Nightly News” as the network looks into the anchor’s admission that he had told a false story about being on helicopter hit by a grenade while reporting on the Iraq war.

Williams had spread the story of his helicopter being under attack during a previous “Late Show” interview with Letterman. He apologized for the statements on Wednesday, and NBC News launched an internal investigation Friday.

NBC News has refused to comment on when or whether Williams will return and who will decide his future.

Since Williams’ apology, questions also have been raised about his claim that he saw a body or bodies in the Hurricane Katrina floodwaters that hit New Orleans in 2005.

His remarks in a 2006 interview drew suspicion because there was relatively little flooding in New Orleans’ French Quarter, the area where Williams was staying. A person at NBC confirmed that Williams stayed at the Ritz-Carlton, which is in an area where a news photographer and a law enforcement official said they saw bodies.

Weekend anchor Lester Holt is filling in for Williams on the “Nightly News” for at least the next several days.