It's just a press-on fit, there are no screws. If the fitting is loose it's probably on it's way out. I'm not sure if removal of the knob would finish off the job at this point. If you can get the knob off try securing the fitting from turning with some light adhesive use.
Just to be clear, have you tried checking that the selector isn't itself turning? If the shift knob does give up the ghost, I highly recommend upgrading to the ZHP knob(~$70), which is what I did.
Has already been awarded the title "Destroyer of Sleep"