SUID allows an executable to be run with the permissions of the owner of that executable file. However this does not work for bash scripts (*.sh)
A workaround implies writing a short C program that calls the bash script.
#include <stdio.h>
#include <stdlib.h>
#include <sys/types.h>
#include <unistd.h>
int main()
{
setuid( 0 );
system( "/tmp/suid_test_script" );
return 0;
}then compile
gcc -o <destination executable> <source code>