Mr Ahmed has said he wants talks with the government
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One of Somalia's ousted Islamist leaders, Sheikh Sharif Sheikh Ahmed, who surrendered in Kenya last month, has been allowed to go to Yemen.
The US has urged the Somali government to talk with moderate Islamists, such as Mr Ahmed - others are believed to already be in Yemen.
But interim President Abdullahi Yusuf says the Islamists are irrelevant after their military defeat in December.
In the capital, Mogadishu, mortars have killed several people.
The attack was the latest in a series of sporadic clashes involving Ethiopian troops, who back the government, and unidentified gunmen in Mogadishu.
The BBC's Mohammed Olad Hassan in the capital says leaflets warning residents not to co-operate with the government have been in circulation in city, and the attacks could be linked to them.
Peacekeeping problems
Meanwhile, Uganda's parliament has yet to approve the deployment of 1,500 soldiers to Somalia as part of the African Union (AU) peace mission.
There are fears that anarchy will return without the peacekeepers
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A vote, expected on Wednesday, will now take place next week.
The AU has struggled to raise 8,000 troops it wants to send to Somalia to replace Ethiopian soldiers who have started to withdraw.
In December, Ethiopia helped oust the Union of Islamic Courts, who ruled much of Somalia for the previous six months, and install the government in Mogadishu.
So far Nigeria, Ghana and Burundi are the other countries which have offered troops for the AU mission.
Last week, Mr Ahmed, who has spent the last few weeks in a hotel in Nairobi under armed guard, said he wanted talks with the government.