This work addresses two common issues in building classification models for biological or medical studies: learning a sparse model, where only a subset of a large number of possible predictors is used, and training in the presence of missing data. This work focuses on supervised generative binary classification models, specifically linear discriminant analysis (LDA). The parameters are determined using an expectation maximization algorithm to both address missing data and introduce priors to promote sparsity. The proposed algorithm, expectation-maximization sparse discriminant analysis (EM-SDA), produces a sparse LDA model for datasets with and without missing data.