Is the housing plastic or pot metal? I'm guessing the set screw has stripped out of the plastic/metal. Are there 2 screws that let you separate the 2 halves of the assembly? Are they loose or stripped? See if they will release the assembly. Then push on the end of the set screw and turn it out at the other end. Once out tap for a slightly large screw or use JB Weld in old hole and retap (or put screw in until it dries) and then reassemble and tighten set screw.