Mix the first five ingredients in a bowl. Combine the brown sugar, pecans and cinnamon in a separate bowl.
Grease and flour a 9x13 cake or bundt pan. Pour half of the batter into the pan, then half the pecan mixture over the batter. Pour the rest of the batter over that, and finish with a final layer of the pecan filling.
Bake for 1 hour.
For the glaze: Combine the confectioner's sugar and milk, and pour over the warm cake.