"knock, knock" - "Hoosier?""

Since arriving in Indiana I haven't been able to figure out why the natives call themselves hoosiers. The reasoning has recently been explained to me by my hoosier housemates. Apparently back in the pioneer days before people would open up the door after someone knocked they'd ask "Hoosier?" . . . . . . ??????? It baffles me!! There's got to be more to the hoosier title than a mispronunced "knock knock" joke. My roomies are pretty much convinced that that's the story though. That to me is just plain odd.