No. You have the constitutional right to remain silent. In general, you do not have to talk to law enforcement officers (or anyone else), even if you do not feel free to walk away from the officer, you are arrested, or you are in jail. You cannot be punished for refusing to answer a question.

That's why PI's utilize skip tracing, surveillance, and investigative techniques to find people. By piecing together bits of information like previous addresses, family members, etc., Private Investigators can piece together a picture of who the person is and where they are likely to be located.

The modern day investigator must strive to be a forensic resource generalist with an understanding of the tools available and must be specialist in the deployment of those tools to build the forensic case.