Madrid, Spain (CNN) -- Friends of an American college student who has been missing for a week in Madrid searched for him Saturday near a discotheque where he was last seen.
"I just want to say thank you for all being here. It's hard for me to talk about it, but thank you," said Larry Bice, father of the student, Austin Taylor Bice, 22, his voice cracking.
The younger Bice, enrolled at San Diego State University, has not been seen by friends since early February 26, after a night out with friends in the Spanish capital.
Spanish police are investigating, and his father has since rushed in from San Diego. Accountant Larry Bice flew in Wednesday.
"People we've talked to say if it were bad, it would have shown up right away," Bice's father told CNN Thursday in an off-camera interview. "It's easier being here than at home. I see what's going on."
Austin Bice arrived mid-January for a semester of business-course study at a Madrid university.
Last weekend, he went out with five friends to a popular Madrid discotheque, but later left alone, saying he was headed home.
A family member told CNN Saturday that contrary to earlier reports, Bice was not refused entry to the discotheque by doormen and was not drunk, although "he had a few beers." Instead, he just decided to go home.
"We always told him, never be by yourself. Always be with somebody. And I think the problem was he got a little bit overconfident and decided that he wanted to go it alone, go back to the house by himself and that was the problem," said the family member, Juan Gabriel Paredes, who came to Madrid from Wichita, Kansas, to help Bice's father in the search.
Photographs of Bice smiling are posted on street lamps and walls near the disco on the western side of Madrid and in the city center.
His friends organized the campaign to put up the posters, which read "Missing. Austin Taylor Bice. U.S. citizen, 22, 1.95 meters tall and 100 kilograms" (6 feet, 5 inches and 220 pounds).
He was carrying two credit cards and his California driver's license, said his father. Larry Bice has met numerous times with the Spanish police and with U.S. Consulate officials by now.
Calls to two cell phones Bice was carrying the night he went missing have gone unanswered, his friends say.
Paredes said four of Bice's friends went into the discotheque while Bice and another friend remained outside. Eventually Bice decided to go home and left alone.
The discotheque, La Riviera, is on the banks of the Manzanares River, down the hill and removed by many blocks from the city center.
On Saturday, dozens of friends and others responding to internet notifications turned out to conduct a search.
They split into four-member teams and fanned out, some heading across the river to a large park, others walking up Calle Segovia toward the city center, where friends say Bice was last seen.
The search teams posted more missing-person posters, and entered stores and other establishments to ask people if they had seen anything. Some responded that they had seen the news of the missing student on Spanish media.
A U.S. Embassy official confirmed the missing-person report and said he could not remember the last time an American student had gone missing in Spain.
The U.S.-based Institute of International Education said that in 2007, Spain was the third most popular destination worldwide for Americans studying abroad, after the United Kingdom and Italy. It said there were about 17,000 American students in Spain.
Bice was studying in Madrid at the University of Carlos III, which has 18,000 students, of whom 1,500 are from abroad, including about 220 Americans, the school's director of international relations, Carlos Lopez Terradas, told CNN.
His father said, "It's been hard, real hard. These are the things you hope never happen to you." He added he would remain in Madrid to closely follow the search for his son "as long as I need to."