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Although several analytical approaches to interval estimation in SEM have been developed, there lacks a comprehensive review of these methods. We review the popular Wald-type and lesser known likelihood-based methods in linear SEM, emphasizing profile likelihood-based confidence intervals (CIs). Existing algorithms for computing profile likelihood-based CIs are described, including two newer algorithms which are extended to construct profile likelihood-based confidence regions (CRs). Finally, we illustrate the use of these CIs and CRs with two empirical examples, and provide practical recommendations on when to use Wald-type CIs and CRs versus profile likelihood-based CIs and CRs. 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