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Preheat oven to 350 °F
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Combine cake mix, oats, and sugar in a large bowl.
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Combine oil and eggs. Add to dry ingredients, stirring well.
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Stir in pecans and vanilla.
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Drop dough by small, rounded teaspoonfuls 2 inches apart onto ungreased baking sheets.
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Bake for 12 minutes or until lightly browned.
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Remove to wire racks to cool.