See this document for a pretty good explanation of how profile confidence intervals are determined: http://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&ved=0CCQQFjAA&url=http%3A%2F%2Fwww.math.umt.edu%2Fpatterson%2FProfileLikelihoodCI.pdf&ei=N9wEU4bOGpXdoAT5ooKgCQ&usg=AFQjCNETafRUZmsk7OBCkxyOxY_0huP1Fg&bvm=bv.61535280,d.cGUhttp://www.math.umt.edu/patterson/ProfileLikelihoodCI.pdf
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