In a letter titled "The Tragic Passing of Elijah" and signed "his family and friends" the married 24-year-old is described as a "beautiful and intelligent young man".

Elijah Jay Holcombe was shot dead by a police officer in Armidale two days ago after a pursuit through the town's main street mall.

He had grabbed a bread knife from a cafe and had run at the officer, who shot him after telling him to drop the knife, police said in a statement on the day.

The student, who lived in Narrabri, had been reported missing by his parents and, when police located him on Tuesday morning, took him to Armidale hospital to be assessed.

He left the hospital without treatment and was spotted again by police, in the mall, where the pursuit began.

A newspaper report today quoted his wife as saying he had stopped taking his medication for depression and had developed a fear of police officers.

The wife was quoted as saying police "should be ashamed of themselves" for shooting her husband.

Today's letter from his family stated he was studying psychology and philosophy at a Sydney university and was receiving high marks while also working in Armidale, where he lived with his wife.

"Over the previous 12 months, while still continuing with his employment, studies, and recreational pursuits, Elijah had been receiving treatment for a mental condition," the letter said.

The letter stated that contrary to some reports, Mr Holcombe's mental condition was not psychotic, schizophrenic or bipolar.

"Sadly, Elijah's condition manifested itself as episodes of intense paranoia, where he lived in grave fear for his own safety.

"His mental health practitioners, based at a leading Sydney mental health unit did not consider his condition to represent a danger to any person.

"He was absolutely non-violent by nature and, prior to the day of his death, Elijah was completely unknown to the police and had no police record of any kind."

The letter also makes mention of the police investigation into the shooting, stating: "Whatever the results of the investigation, this family holds no ill feeling towards any person involved in this tragedy.

"That also includes the police officer who felt he had no choice but to pull the trigger. Elijah would have wanted it that way."

It also states the family intend to open his Facebook site to the public in the next few days so as to "witness something of who Elijah really was".

"Finally we thank those who tried to help our son, brother and friend in his final moments.

"We know that some on the scene attempted to revive Elijah. We hope that he may have been aware and comforted by your compassion. Regardless, we thank you for your beautiful act of kindness."

Dylan Welch is the Sydney Morning Herald's Police Reporter.