Presumably the glass bulb has come away from the screw base - this is how you might get it out...
TURN OF AND DISCONNECT THE ELECTRICAL POWER SUPPLY
I say this because the first time I tried this technique I forgot to do so and got a surprise shock!
Then ram something - some tool or other - into what's left and use a bit of downward force as you turn it out anticlockwise - I used a pair of pointed nose pliers - a screwdriver perhaps - any object that stands a chance of grabbing the inside of the base.
Good Luck..., February 2017