NEW YORK (AP) — 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.

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