Preheat oven to 350°. Arrange pecans in a single layer in a shallow pan. Bake pecans 5 to 7 minutes or until lightly toasted and fragrant. Remove from oven. Reduce oven temperature to 300°.
Stir together cake mix, pecans, 1 egg, and butter; press mixture into bottom of a lightly greased 13- x 9-inch pan.
Beat powdered sugar, softened cream cheese, and remaining 3 eggs at medium speed with an electric mixer until smooth. Spoon powdered sugar mixture over batter in pan, spreading to edges.
Bake at 300° for 1 hour. Let cake cool completely (about 1 hour). Remove cake from pan to a cutting board, and cut into 2 1/2- to 3-inch squares.