You need the FCollada library for this. You can download the source from here:
panda3d.org/download/novers … _3.05B.zip
Alternatively, there are precompiled versions for Ubuntu here:
launchpad.net/~panda3d/+archive … /+packages
By the way, if you simply want to load a .dae file at runtime, you don’t need to use dae2egg; you can just load a .dae file in loader.loadModel directly, this will automatically invoke the underlying dae2egg code. Assuming it is built with FCollada support, of course.