Preheat the oven to 350 degrees F (175 degrees C).
Toss apple, pecans, brown sugar, and cinnamon together in a bowl. Alternate layers of coated apple and cut yams in an 11×7-inch pan. Dot with margarine and cover.
Bake in the preheated oven until reduced and bubbly, 30 to 40 minutes. Cover with marshmallows and continue to bake until golden, 10 to 20 minutes more.
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