The set screw (not necessarily allen head) should be in the knob to tighten it to the shaft. You should not need to open the case. If you find a small threaded hole, perpendicular to the shaft, then the screw fell out. If the allen screw is tight, then there may be a metal insert inside the knob, which is no longer gripping the inside of the knob. In that case, loosen the set screw, take the knob off, glue the insert into the knob and then refasten