I've only had my cutting-grown plant for a short time and it's still in a pot but I was very curious to know whether it would set hips and so have looked carefully for stigma and stamen etc in most of its flowers. Generally they weren't formed but in one flower there were several normal-looking stigma and I pollinated them using pollen at hand. It seemed to take and swell quite quickly as if a normal hip would develop, but unfortunately recent wet weather caused it to start browning and it rotted off. In my limited experience, my speculation is that hips won't set naturally very often but it's quite possible that careful artificial fertilisation might produce some hips. I'd be curious to know others' experience too.