AMAGANSETT, N.Y. (CBSNewYork) – At least two people were killed when a small plane crashed Saturday off the coast of Long Island.

The U.S. Coast Guard said the Piper PA31 Navajo aircraft went down around 3 p.m., approximately one mile off the shore of Indian Wells Beach in the Amagansett section of East Hampton.

Four people were on board at the time. Two bodies were recovered from the water, two others were still missing late Saturday night.

“We’re going to continue to search, Coast Guard’s going to continue to search, they have their 87-foot Coast Guard cutters out there, along with two other boats and then our vessels are also searching,” East Hampton Police Lt. John Claflin said.

East Hampton Police identified the pilot as 47-year-old Jon Dollard, of Hampton Bays, and the passengers as 70-year-old Bernard Krupinski, 70-year-old Bonnie Krupinski and 22-year-old William Maerov, all of East Hampton.

The Coast Guard said the plane lost contact with the airport’s control tower during what locals said was a heavy storm.

“It’s horrible, it was a horrible storm also. Maybe that had something to do with it,” one man told CBS2’s Lisa Rozner.

“Sad, it’s very sad. The storm was very strong,” said another.

“It’s a tragedy, and I heard a rumor — and I don’t know how true it is — that two people that were recovered are local, prominent business people in the area,” a woman said.

The FAA and National Transportation Safety Board will investigate the cause of the crash.