shib-keygen: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On Debian possible default full paths are:

/usr/sbin/shib-keygen - from package: shibboleth-sp2-utils

You may install the required package with command apt-get install {package}

Error in other languages:
shib-keygen: bevel nie gevind nie
shib-keygen: comandă negăsită
shib-keygen: comando não encontrado
shib-keygen: commande introuvable
shib-keygen: command not found
shib-keygen: käsku ei ole
shib-keygen: không tìm thấy lệnh
shib-keygen: komanda nerasta
shib-keygen: Kommando nicht gefunden.
shib-keygen: kommandot finns inte
shib-keygen: komut yok
shib-keygen: nie znaleziono polecenia
shib-keygen: níor aimsíodh an t-ordú
shib-keygen: no se encontró la orden
shib-keygen: no s'ha trobat l'ordre
shib-keygen: opdracht niet gevonden
shib-keygen: parancs nem található
shib-keygen: perintah tidak ditemukan
shib-keygen: príkaz nenájdený
shib-keygen: příkaz nenalezen
shib-keygen: команда не найдена
shib-keygen: командата не е открита
shib-keygen: 命令找不到
shib-keygen: コマンドが見つかりません