Adjust oven rack to middle position and preheat to 350F/180C. Grease an 8½ x 4¼-inch loaf pan.
To make the cake: In a medium bowl sift together flour, baking powder, baking soda, and salt. Set aside.
In a mixer bowl fitted with the paddle attachment, beat butter and sugar on medium speed until light and fluffy, about 3 minutes. Beat in the eggs, one at a time, until combined. Scrape down the sides and bottom of the bowl as necessary. Beat in vanilla extract. Reduce mixer speed to low and mix in sour cream. Add the flour mixture and mix just until combined. Do not overmix.
To make the cinnamon filling: In a medium bowl, toss together sugar, cinnamon, and pecans until combined.
Pour ⅓ of the batter into the prepared pan. Sprinkle half of the cinnamon sugar mixture into pan. Pour half of the remaining batter, then the remaining cinnamon sugar, then ending with batter.
Swirl gently using a knife, but don’t overdo it to the point that the cinnamon mixture is completely mixed with the batter. Bake for 40-50 minutes, or until a toothpick inserted into the center comes out clean. Allow to cool completely on a wire rack.
To make the icing: Whisk together powdered sugar, 1 tablespoon milk, vanilla, and cream cheese until combined and smooth. If the icing is too thick, add more milk; if it’s too thin, add more sugar. The consistency should be thick but pourable. Drizzle icing over the cake.
Store cake at room temperature in an airtight container for up to 3 days or refrigerate for up to 5 days. Cake can also be frozen for up to 2 months. To thaw, leave on the counter, still covered, or overnight in the fridge.