Jayme and her mother attended a family birthday party together on Sunday afternoon while James Closs was at work, Jayme's grandfather told the Associated Press.
A search in Wisconsin involving more than 200 Federal Bureau of Investigation agents and volunteers has so far failed to find the girl.
Police say they have not recovered a gun. "You know you got to be sure your doors are locked all the time now, I guess". Seara wrote an open letter to Jayme on Facebook.
Police later identified the deceased as Jayme's parents: James Closs, 56, and Denise Closs, 46. They have also been in contact with her middle school and her friends.
"Grandpa Jim (James) Closs, your Momma Bear, Denise Closs and your very own night [in] shinning armor, your Daddyo Jim JR Closs ... love all of you!" Her parents had been shot to death and the teen was gone.
A 14-mile search of the ditch along Highway 8 near the Closs home did not yield any evidence of value, according to Fitzgerald.
"This is a hard time for our entire team and we are mourning this loss and are still processing this awful tragedy".
Hundreds of tips but no suspects in the search for 13-year-old Jayme Closs; Matt Finn reports from outside the Closs house in Barron, Wisconsin.
Closs has been ruled out as a suspect and investigators believe she is in danger.
A cell phone call from inside the Closs home 3 miles west of the city of Barron on Monday at about 1 a.m. revealed commotion in the background but no one on the other line.
No one was communicating to the dispatcher on the 911 call but "some kind of disturbance could be heard".
Investigators also believe Jayme was at home during the shooting based on details from the 911 call and evidence from the home.
The sheriff said it was possible that Jayme was still alive. He said Miami police did not check with Wisconsin authorities before tweeting information about the tip and reminded the public that updates would come from the sheriff's department.
The Barron County Sheriff's Department released dispatch logs Friday that indicate responding deputies found multiple rounds in the home and the door kicked in.
"It was just, "bang" and 'bang, '" Smrekar said.
BARRON, Wis. (WXOW) - The Barron County Sheriff plans a 4 p.m. news conference to update the investigation into the death of two people and the search for their missing 13-year-old daughter.
Anyone with information regarding Closs' whereabouts or who may have had contact with her is asked to contact the Wisconsin Department of Justice Child Abduction Response Team tipline at 1-855-744-3879.