You remove the set screw on the knob then remove same. Then there is a thin nut down inside the plastic colar with a star washer that holds the unit tight.
Its hard to find a socket to get in there ,I have a set of plummers sockets that fit.
You may be asking because you have the nut out and it won't come off. Not unusual realy ,the star washer smashed the plastic into the threaded shaft locking it in place. Get the lock washer out and gently work it back and forth is about all you can do.
Roger