Start with Shortbread Layer: Combine flour and brown sugar. Cut In butter until mixture resembles coarse crumbs. Stir in pecans. Press mixture evenly into a greased 9x13 baking dish. Bake for 10 minutes then remove from oven and allow to cool for 10 minutes.
Cheesecake Layer: Beat cream cheese until smooth. Beat in sugar. Add milk and vanilla, beat until combined. Pour cream cheese mixture over slightly cooled shortbread and bake for 15 minutes. Remove from oven and allow to cool for 10 minutes.
Pecan Pie Layer: Combine brown sugar, corn syrup, and melted butter. Stir in eggs, salt and, vanilla. Stir in pecans. Pour pecan mixture over slightly cooled cheesecake and bake for 35-40 minutes or until center is set.