1Preheat oven to 350 degrees F (175 degrees C). Grease a 9x13 inch pan.
2In a large bowl, combine cake mix, 2 eggs, melted shortening, milk and chopped pecans. Mix with fork or at low speed of electric mixer until cake mix is moistened. Turn into pan. Spread evenly.
3In a large bowl, beat cream cheese until smooth. Beat in 2 eggs, confectioners' sugar and vanilla until smooth. Spread evenly over cake base.
4Bake in the preheated oven for 35 minutes. Edges and top will be light golden brown and will have a slightly shiny appearance. Cool completely, then cut into squares.