ISLAMABAD: Pakistani Prime Minister Yousuf Raza Gilani Sunday declined to comment on the arrest of a US man who shot dead two men in Lahore, saying the matter was being probed by courts and regional authorities.

The US embassy has claimed diplomatic immunity on behalf of Raymond Davis, previously described as a consulate employee, who is under investigation on double murder charges after shooting dead two motorcyclists on Thursday.

A third Pakistani was crushed to death by a consulate car that went to help Davis following the shooting in a busy street in the eastern city.

“The federal government is not silent over this matter. This matter is in the court,” Gilani told reporters in a live televised press conference from his home town of Multan.

“The Punjab government is conducting an inquiry into this matter and I would not comment till it is completed,” Gilani said.

Davis, who has been held at a Lahore police station since the incident, appeared before a magistrate's court Friday and said he had fired in self-defence. He was remanded into police custody for six days.

Police said Friday that two handguns had been found close to the victims' bodies, but that they so far appeared to have no previous criminal record.

Two days after the deadly shooting, the US embassy in Islamabad released a statement saying Davis had diplomatic status and was therefore being detained unlawfully.

Pakistan's foreign ministry responded by saying: “This matter is sub judice in a court of law and the legal process should be respected.”