strace will give you the same message 

setuid32(0) = -1 EPERM (Operation not permitted)

[download]

Not that helpful, except it tells you which system call's man page you should be reading. 

$ man setuid32
...
       EPERM  The user is not privileged (Linux: does
              not have the CAP_SETUID capability) and
              uid does not match the real UID or saved
              set-user-ID of the calling process.
...

[download]

In reply to Re^4: Setuid script not working by ikegami
in thread Setuid script not working by druidmatrix

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