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Don Dunphy was fatally shot Sunday at his home in Mitchells Brook, about 80 kilometres southwest of St. John’s, by an officer with the Royal Newfoundland Constabulary.

Newfoundland and Labrador's premier backpedalled Thursday after telling the legislature he directed the RCMP in its probe of a deadly shooting involving an officer on his security team.

Paul Davis now says he misspoke when he discussed what he expects from the investigation into the Easter Sunday incident in tiny Mitchells Brook, N.L.

The killing of Don Dunphy, 59, in his home about 80 kilometres southwest of St. John's has raised questions about how and why he died.

"I asked them to do a full, fair and frank investigation," Davis said of the Mounties during question period Wednesday.

Liberal Opposition Leader Dwight Ball said the words were clear and pressed Davis on Thursday to explain why he would get personally involved with the RCMP's work.

Davis, a former constable with the Royal Newfoundland Constabulary, told the legislature he has had no direct involvement and does not know if his office is under investigation.

"If I misspoke, or if my words were misconstrued or misunderstood, I fully apologize to the house and want to correct it," he said.

"In no way have I directed the RCMP or the RNC or any police service to do an investigation, Mr. Speaker. It's not my place to do that. I've never done that, and I will not do that as premier."

Dunphy was shot dead by an unnamed Royal Newfoundland Constabulary officer investigating perceived threats against provincial politicians on Twitter.

Davis said on Easter Monday that he was not aware of the online comments until after Dunphy's death. Staff in his office alerted police about them, he confirmed at the time, referring to a potential threat against his family.

Davis also said at the time that he has known the officer involved for years and called to offer his "personal support."

Lawyer Erin Breen, who represents Dunphy's family members, said Thursday they want an outside police force to replace the RCMP. The Mounties have jurisdiction in Mitchells Brook.

"A concern is whether the police are objectively investigating, whether they're keeping an open mind, whether they're open to considering all possibilities as they embark upon an investigation, which they should be," she said in an interview.

Davis has fended off that request along with calls for a public inquiry, saying any decision should wait until the RCMP has completed a probe that will be assessed by a retired judge.

Retired provincial Supreme Court judge David Riche is to have unfettered access to oversee the process and report on its independence and thoroughness, the premier stressed.

Breen said it's not enough.

"I would assume that Justice Riche is not an investigator, per se," she said.

"Our concern is the investigation itself, the objectivity of the investigation. So, no, it does not give us comfort at this point."