Martin Lee

I am looking for any information I can find concerning my great-grandfather. He went by the name of Martin Lee here in America but we do not believe that was his name when he was in Norway. He claimed to have been born in Lyngstad on October 30, 1885. It is believed that he then left Norway and went to Canada and eventually (in 1905) to America. I know that is not much to go on but any information would be appreciated.