You most likely have the same type as I do,.....they simply screw on.
Whether you see it or not, there IS a set screw somewhere on the body.
You probably don't see it as the installer broke it off.
Try what I did, and cut them off with a grinder with a metal cutting blade.
Safety glasses, and a slow hand, and you can break the brass body right in half with a screwdriver.
When you install the new ones just don't break off the set screw, and spray it with some oil from time to time to keep it from rusting.
Thanks for the feedback, but seriously, I don't think mine have a set screw that was broken off. I sand papered the thing clean as a whistle and saw no place where there could have been any type of set screw. It was smooth all around. I guess I can try cutting it off if no one thinks a couple of pipe wrenches won't work.