Classical physics has no answer to that particular question. The fact that the electrons don't collapse into the nucleus is one of the key results that resulted in the overthrow of classical physics . Classical mechanics follows: If the electrons were orbiting like say the moon orbits the Earth then they would be constantly radiating energy, this would eventually lead to the decay of the orbit and the electron would fall into the nucleus. It doesn't ergo classical mechanics is wrong. But how to fix it and make it right? 

In Quantum physics an electron orbit is more of a probability of locating an electron at a given point in space than any implied motion of said electron. This and the discreet nature of energy in the quantum world means that there is no where lower for the electron to go once it is in the ground state.