On debian, to prevent:

Error: Could not stat() command file ‘/var/lib/nagios3/rw/nagios.cmd’!

Do:

/etc/init.d/nagios3 stop
dpkg-statoverride --update --add nagios www-data 2710 /var/lib/nagios3/rw
dpkg-statoverride --update --add nagios nagios 751 /var/lib/nagios3
/etc/init.d/nagios3 start

source.